There are a few places that the dead can go, according to Norse mythology, and Hel is only one of them. It's watched over by a god of the same name, Hel, who made a dramatic appearance in the film ...
Hel is our first minor god worth a look in Age of Mythology Retold. She’s available in the base game if you choose the Norse god Loki as your major god or in the expansion if you choose Freyr.