The surviving material, briefly
A short orientation, mostly so I stop confusing the two Eddas.
A collection of anonymous poems, preserved chiefly in a single Icelandic manuscript written down in the thirteenth century. The poems themselves are older, but how much older is argued about endlessly. This is where most of the mythological material lives.
Written by Snorri Sturluson, an Icelandic politician and historian, in the early thirteenth century. It is a manual for aspiring poets: to use the traditional imagery you first have to know the stories behind it, so he retells them. Systematic, readable, and shaped by its author's purposes.
Court poetry, dense and allusive, quoted piecemeal by later writers. Hard going, but valuable precisely because it is quoted rather than composed — a fragment cited to prove a point about metre also preserves whatever story it happened to reference.
Sagas, law codes, place names, picture stones, and the accounts of outside observers. Each fills in a corner. None of them was written to explain the religion to us.