Marvel Odin makes Valkyrie's fire bed and sires Thor's reincarnation.

In a clever Wagnerian Ring Cycle adaptation in Marvel's Thor: The Eternals Saga, this striking panel of Marvel's Valkyrie Brunnhilde is being punitively put to her fire ringed bed in an enchanted sleep after doing what Odin actually wants as opposed to what he told her to do.

In a strange and somewhat surreal story arc, Marvel Thor seeks out Odin's Eye for answers about an implied previous incarnation of himself that Odin won't reveal to him. The Eye, actually flying around on an ectoplasmic stalk and terrorizing a planet of gnomish aliens just to power flex, submits to Thor's threats and begins telling the God Of Thunder of a hitherto previously unknown Ragnarök and its survivors' link to the current Asgardian cycle, which then follows Wagner's Ring adaptation of The Saga of the Volsungs, with Thor apparently living as both mortal heroes Siegmund and his incestuously born son Siegfried, which helps explain why they look identical to Marvel Thor through both generations. 

Narrative devices aside, while reincarnation isn't a common occurrence at all in the Norse Lore, it does feature markedly in the three lays of Helgi Hundingsbane from the Poetic Edda where Helgi & his Valkyrie lover do reincarnate to be together again, so it is possible, but very much the exception in the flowchart of Nordic afterlives.

[panel from Thor #297.]

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Guillermo Maytorena IV knew there was something special in the Norse Lore when he picked up a copy of the d'Aulaires' Norse Gods and Giants at age seven. Since then he's been fascinated by the truthful potency of Norse Mythology, passionately read & studied, embraced Ásatrú, launched the Map of Midgard project, and spearheaded the neologism/brand NorsePlay. If you have employment/opportunities in investigative mythology,  field research, or product development to offer, do contact him.