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I found it here
Strange answer from Mimir. He says that Valhalla and the Valkyries' forces are too primordial for Odin to bend to his loyalty but what does that even mean outside of being confirmation that Valhalla and Valkyries are primordial/have primordial power? The answer from Mimir seems almost unrelated to the question. To me, it sounds like he did create Asgard along with Valhalla but he had no authority or control over it.