The man who would become Helgi Hjorvardsson was first born a Norwegian prince, son of King Hjorvardr and Sigrlinn, a princess whose lands had been conquered. The boy was silent, and to him no name could be given. He was shunned by his brothers - he seemed scarcely alive, despite the excellent condition of his body, and his silence was eerie.
Then, one day, he saw a host of Valkyries ride out. One of them was named Svafa, and she was the most beautiful of them all. She visited him, gave him the name Helgi, and offered him a naming gift. He wanted nothing except for her - love at first sight, for both of them.
With Svafa at his side and the magic sword she had given him, Helgi proved a formidable warrior. He slew the king who had taken his mother's lands, killed jotunn and trolls, and lived happily with his wife.
However, a troll witch's curse on Helgi's brother ended up leading Helgi to his death, and Helgi passed with Svafa nearby and weeping. This was the first tragedy, and so Helgi's first life came to an end.
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The man who would become Helgi Hundingsbane was second born a Swedish prince, son of King Sigmund and Borghild, his first wife. Sigurd the dragonslayer would therefore be his half-brother, in this life. Like his brother, he achieved great feats of arms, as he slew Hunding, the king of the Saxons at a mere fifteen years of age, which earned him his nickname.
Then, one day, he saw a host of Valkyries ride out. One of them was named Sigrun, and she was the most beautiful of them all. She saw him, embraced him, and both of them revelled in their new chance at life. However, another man, prince Hothbrodd, had also set his sights on her.
With Sigrun at his side and with his half-brother Sinfjotl, Helgi collected a force of men and, in a great battle, slew the whole of Hothbrodd's dynasty except for the youngest prince, named Dag, who is forced to swear allegiance to Helgi.
However, Dag was consumed by the wish for revenge. He sacrifices to Odin, who lends him a spear so he can kill Helgi. This he accomplishes, and Helgi passed with Sigrun nearby and weeping once again. This was the second tragedy, and so Helgi's second life came to an end.
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The man who would become Helgi Haddingjaskati was third born a Swedish man-at-arms, son of no one of consequence. The legend of this final life is largely lost.
But one day, he must have seen a host of Valkyries ride out. One of them must have been named Kara, and she must have been the most beautiful of them all. She must have seen him, must have embraced him, and both of them must have revelled at their third chance at a life together. Not a peaceful life; their temperaments made that an impossibility. But a happy life, and one spent together, certainly.
With Kara at his side, Helgi proved once again an immensely skilled warrior, so much so that he became the champion of the local kings. As they invaded Iceland, however, Helgi was made to accompany them. He slew all of the challengers.
Except one challenger, a man named Hromundr. With his magic sword Mistilteinn and his skill at arms, Hromundr managed to force Helgi into fatally wounding Kara - a mistake that devastated Helgi so much he stood no chance of winning. This was the third tragedy, and the final one: without his wife's magic protecting him and granting him safe passage through the cycle of reincarnation, so Helgi's final life came to an end, and he entered the halls of Valhalla forever.