Ullr is a very old god of the northern lands, so old that by the time the Iron Age Norse myths were written down, not much more was known about him except that he was a god of archery, hunting, and the winter. His name occurs so frequently as part of Scandinavian place-names that he must have been a much more important deity at one time. He was shown frequently with skates or skis on his feet, and because of this he has been hailed as the modern God of Skiing. One story talks about him "crossing water on a magic bone", alluding to crossing the frozen ice on skates. He was also called God of the Shield, and the shield was referred to as his "ship", which may be a reference to using a shield or shield-shaped board as a sled … or to the ice of winter enveloping the world like a shield.

Ullr's name comes from wuldor, an Old High German word meaning "glory". It was pronounced "Ool" in ancient times, but today is generally pronounced "Ooler". The Anglo-Saxons called him Vulder; in some places in Germany he was known as Holler and said to be the husband of the Germanic goddess Holda. Some modern Pagans feel that he eventually took up with Skadi, the winter goddess and huntress, after she left her first husband Njord.

Ullr was said to be the son of Sif and the stepson of Thor. Some claim that he was the son of Egill/Aurvandil, the great archer who was Thor's hunting companion and the father of Svipdag as well. Some see him as Aesir because of his mother and stepfather; some as Vanir because of his food-procuring hunter's nature. He lived in Ydalir, the Yew-grove, referring to the fact that yew wood was the favorite for making bows even thousands of years ago. In Saxo Grammaticus's works, where the Gods are recast as human heroes, Odin is temporarily exiled for rape and Ullr is chosen to lead in his place until Odin's return, which is an echo of his former importance to the people of the North.

In Lilla Ullevi, Sweden, an actual shrine to Ullr was unearthed. In the earth around it were found 65 rings; old references to swearing on Ullr's ring indicate that he was one of the Gods who watched over a vow. The rings were apparently used for swearing oaths and then buried at his shrine.