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I don't think Hela and Surtur, etc. should be included in this discussion. Loki could be though.
From wikipedia:
The Nine Worlds of Germanic Paganism:
* Álfheimr
* Asgard
* Jötunheimr
* Midgard
* Muspelheim
* Niðavellir
* Niflheim
* Svartálfaheim
Hela is a fictional character, the Asgardian goddess of death in the Marvel Comics universe, based loosely on the Norse myths of the goddess Hel. The ruler of Hel and Niffleheim, the character has been a frequent foe of Thor.
Surtur is based on (modern Icelandic Surtur, sometimes Anglicized Surt) is the leader of the fire giants in the south, the ruler of Muspelheim, the realm of fire. His name means "Swart" or Black, and at the end of the world, Ragnarok, his hordes will rush north like a south wind to overwhelm the gods.