Valhalla is a place were honored warriors go like Warrior after they die its a realm wich is ruled by Norse Deities, the Warrior entered this afterlife realm after he was freed from his cures as a Lava Monster cast by Aku broken by Samurai Jack in Episode X: Jack and the Lava Monster. After wich Valkyries came down on there horses to take him to Valhala were he is seen with Thor, Odin and few other NorseDeities. It's an afterlife place were souls of honored dead go after they die it is also the realm wich is ruled by Odin the All-Father, who along with his Ra and Vishnu fought againts TheBlackMass entity from who came fort Aku. It is the same realm and home of the NorseDeities as it is in Norse mythology from wich upon is based upon. But also Odin the All-Father in this ending scene has a Blue divine form very diffrent then his previous golden and white divine form in 2 Episode The Birth of Evil Part 1 and 2.