I'm by no means an expert player, but these are my thoughts:
- Odin may be best raiding civ in the game due to fast Classical, scouting Ravens, access to Freyja (get Thundering Hooves - RC get incredibly fast and annoying). When your raiding party is shot up, retreat to corner of map, leave for a minute to regain hitpoints (preferably with Valkyrie) and repeat.
- Jarls are hard to stop, we all know that. FU your cavalry and use them as shock units, back up Jarls with TA, and nothing should be able to stop you.
- Huskarls under Odin are extremely hard to stop as well - I remember a full Huskarl army slaughtering my Axemen and buildings, making TCs and Hill Forts as they went and beat the crap out of my empire.
- Ragnarok is extremely powerful because... you guessed it, the Heroes regenerate as well. Use if you're being beaten, always go Baldr. Cast Ragnarok. After killing his forward base with the Heroes, have them chill out for a minute or so and repeat. FM may be a good option for Odin, so a 3-TC boom can be very viable with some good raiding, provided you reach Mythic before the enemy kills a major part of your empire.
In short, I treat Odin as a fast-developing, cavalry-based civ, with TA and some heavy myth thrown in as support. An alternative is to go heavy on Huskarls with TA and possibly Hersir or Ulfs. He has good shock units, so make Rams instead of Ballistae to go along with the charge. My God Path would be Odin - Freyja - Njord - Baldr for greatest change of win (all awesome God Powers).
All Hail Giant Squid World Domination