When it comes to ancient mythology, not one source is 100% accurate. The Aesir and Vanir did in fact intermarry according to many sources, including the game. One of the quests in Dusk involves stealing precious mead from Surt and bring it to the Vanir, who may then agree to fight WITH the Aesir instead of AGAINST them, thus improving the Aesirs' chances at Ragnarok. Some sources that I am familiar with say that the Vanir in general will fight the Aesir at Ragnarok, but some would fight with them. These sources refer to the Aesirs' opposition at Ragnarok as Vanir, and consider the word Vanir to refer to that race of gods and the Jotuns as well as the enemies of the Aesir.
One game that is largely incorrect in Norse mythology is Valkyrie Profile for PSX. In that game, there are three Valkyries named Hrist, Lenneth (your character), and Silmeria. In the best ending, Loki kills Odin who dies protecting Freya, as well as Lucian (who is Lenneth's mortal lover). In the good ending, Lenneth enters Niflheim and slays Surt, who resides in Niflheim with Hel (captured and imprisoned by the Aesir), Hrist is evil, and Silmeria is a captive of Brahms, the lord of vampires.
None of the other gods have important roles except for Frei, who is a bubbly and somewhat ditzy goddess.
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