no Þjálfi, don't break Thor's goat's bones!
While reading James George Frazer's The Golden Bough (1890 CE) I ran across a possible reason behind the story of Thor's journey to the land of giants in Gylfaginning as to why you do not break the bones of his goats to suck out the marrow:
"... a belief that, if the bones are preserved, they will in course of time be reclothed with flesh, and thus the animal will come to life again. It is, therefore, clearly for the interest of the hunter to leave the bones intact since to destroy them would be to diminish the future supply of game."
This above is from the Native American traditions, and only few sentences later Frazer, in his amazingly associative way, brings this taboo back around to Scandinavia (implying the similar belief traveled via migrations of people in the circumpolar regions):
"In sacrificing an animal the Lapps regularly put aside the bones, eyes, ears, heart, lungs, sexual parts (if the animal was a male), and a morsel of flesh from each limb. Then, after eating the remainder of the flesh, they laid the bones and the rest in anatomical order in a coffin and buried them with the usual rites, believing that the god to whom the animal was sacrificed would re-clothe the bones with flesh and restore the animal to life in Jabme-Aimo, the subterranean world of the dead. Sometimes, as after feasting on a bear, they seem to have contented themselves with thus burying the bones."Ergo, Thor as a God with his hammer is able to resurrect Tanngrisnir & Tanngnjóstr whole again, unless his warning is disobeyed. This mirrors the above taboo/practice, which Þjálfi defies, the cost of which is one immortal goat's lameness, the use of a chariot to continue the long journey into Jotunheimr, and the compensatory thralldom of not only himself but his sister Röskva too (but you're now actually working for & traveling with Thor, so maybe that's something of a positional-relative upgrade?)!~ ibid, ch LIII, §19
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| [Lorenz Frølich illustration of the lamed goat from 1895 CE.] |
In the sagas there's instances of bones being hucked whole at people during feasts as a form of bullying or just as a convenient table-present projectile. One might presume that all works best if you keep them whole for better impact, but maybe that has something to do with the above.
And in terms of keeping one's wholeness, the tall Viking Repton Warrior's grave's skeleton was found with sword strike damage that indicates his genitals were severed in battle, so a boar's tusk was intentionally put between his legs to replace this anatomical absence, presumably so that he'd still have his needed "bone" when he rose again in Valhöll.
The importance of intact remains for afterlife transference (if interred) or other reasons (sacrificial/ritualistic) is likely the underlying subtextual value being conveyed by Thor's pre-meal rule in the story.
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.

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