Niflheim (or Niflheimr) ("Mist Home", the "Abode of Mist" or "Mist World", or probably world of the darkness according to the Oxford English Dictionary) is one of the Nine Worlds and is a location in Norse mythology which sometimes overlaps with the notions of Niflhel and Hel. The name Niflheimr only appears in two extant sources: Gylfaginning and the much-debated Hrafnagaldr Óðins.
Niflheim was primarily a realm of primordial ice and cold, with the frozen river of Elivágar and the well of Hvergelmir, from which come all the rivers. According to Gylfaginning, Niflheim was one of the two primordial realms, the other one being Muspelheim, the realm of fire. Between these two realms of cold and heat, creation began when its waters mixed with the heat of Muspelheim to form a "creating steam". Later, it became the abode of Hel, a goddess daughter of Loki, and the afterlife for her subjects, those who did not die a heroic or notable death.
Nifl (whence the Icelandic ) being cognate with the Anglo-Saxon Nifol ("dark"), Dutch nevel and German nebel (fog).
In Gylfaginning by Snorri Sturluson, Gylfi, the king of ancient Scandinavia, receives an education in Norse mythology from Odin in the guise of three men. Gylfi learns from Odin (as Jafnhárr) that Niflheimr was the first world to be created after Muspelheim:
It was many ages before the earth was shaped that the Mist-World [Niflheimr] was made; and midmost within it lies the well that is called Hvergelmir, from which spring the rivers called Svöl, Gunnthrá, Fjörm, Fimbulthul, Slídr and Hríd, Sylgr and Ylgr, Víd, Leiptr; Gjöll is hard by Hel-gates.
Odin (as Þriði) further tells Gylfi that it was when the ice from Niflheimr met the flames from Muspelheimr that creation began and Ymir was formed: