From Encyclopedia Mythica:
Yggdrasil
In Norse mythology, Yggdrasil ("The Terrible One's Horse"), also called the World Tree, is the giant ash tree that links and shelters all the worlds. Beneath the three roots the realms of Asgard, Jotunheim, and Niflheim are located. Three wells lie at its base: the Well of Wisdom (Mímisbrunnr), guarded by Mimir; the Well of Fate (Urdarbrunnr), guarded by the Norns; and the Hvergelmir (Roaring Kettle), the source of many rivers.
Encyclopedia Mythica: mythology, folklore, and religion.
From Wikipedia:
Norse cosmology
Scandinavians believed that there were nine existing worlds, among them: Asgard, world of the Æsir;Vanaheimr, home of the Vanir. Valhalla was Odin's hall located within Asgard; it was also home of the Einherjar, who were the souls of the greatest warriors, selected by the valkyries, Odin's horseback riding female messengers whose armor would sparkle on such tasks, supposedly creating the famed Aurora Borealis, or the northern lights. The Einherjar would help defend the gods during Ragnarok, the final battle, when everyone would die in a great battle between the gods and their enemies (cf. good vs. evil or order vs. chaos). Other worlds included: Midgard, the mortal plane; Muspell, world of fire and home of Surt, a giant whose skin was lava and had hair of fire; Niflheim, the icy underworld ruled by Hel, Loki's half-giantess daughter, and home of the frost giants. Alfheim, world of the elves; Svartálfheim, home of the dark elves; Nidavellir, world of the dwarves, tiny men who were great miners and goldsmiths - they would often build magical items for the gods such as Thor's hammer and Freyr's mechanical boar; and Jotunheim, world of the Jotun, or giants. Connecting these worlds was Yggdrasil, or the world ash root, a giant tree with Asgard at its top. Chewing at its roots in Niffleheim was Nidhogg, a ferocious serpent. Asgard can also be reached by Bifrost, the magical rainbow bridge guarded by Heimdall, the mute god of vigilance who could see and hear a thousand miles.