(This story was told to me by the Nine Undines, and it is told from their perspective. I add
it to the annals of collected Jotun lore, even though its protagonist sides with the Aesir.)
Aegir the Sea God lives under the waves in Aegirheim, off the coast of Vanaheim, where he holds his great feasts and does his brewing. Most modern folk like to think of him as the god of brewing, which is a slight on his great power; brewing is only a side hobby for him. Like Poseidon and Llyr, he is the ruler of the seas, and specifically the northern seas, clogged with ice and treacherous with storms. While Aegir likes to put on a jovial face, his wife Ran plays out the fickle and dangerous side of his nature for him. Her name means Robber, and she is the Thief of Ships, dragging the sailors down to death. Their ghosts are trapped in the hall of Aegir and Ran, entertaining the cold water-deities, until she tires of them and sends them on to Helheim.
The nine daughters of Aegir and Ran are known as the Nine Undines, or the Nine Waves. They take after their mother in temperament, mostly. They are said to be both beautiful and terrible, although beauty is always in the eye of the beholder. They are shapechangers, and can summon illusory forms that are lovely enough to make a sailor leap overboard in desire, although their true faces show with sharp teeth and claws and strange eyes the color of the sea. Their names are a litany of the powers of the Ocean: Kolga the Cold One, and Duva the Hidden One are the eldest, twins in age and both reserved. Blodughadda, the Blood-Haired and bloodthirsty, is next in age. Then there is big-bellied Bara, and Bylgja of the Breaker; then another pair of twins - the terrible Hronn of the Whirlpool and the anguished, wailing Hevring. Then comes Unn, the Undine of the Tides; and Himinglava, the Fair-Weather Undine, is the youngest and most fickle of the lot.
It is said that the Nine Maidens love each other more than any other, and that their alliance is unshakable. They never quarrel, or if they do, no one sees it. So when one of them chose to lay with the canny Aesir god Odin, against the wishes of their father Aegir, the other eight covered it up. It is also said that Odin lay with all nine of them; if this is so, he must have been either very brave to lie with nine deadly, toothed, bloodthirsty mermaids, or else very drunk on their father's brew. Either way, it is certain that at least one sea-etin lay with Odin, and that she got with child by him.
When she made it known to her sisters that she was with child, they all circled her in protection, knowing that their father - and especially their equally bloodthirsty mother, who had no love for the One-Eyed One - would be furious. So they all made a pact that no one should know which of them had done the deed, not even their parents. They all went away, and hid for many months in caves in the darkest part of the sea bottom, where not even Aegir and Ran could find them. In time, the babe was born, and they brought him in their arms to Aegirheim, where they confessed to their angry parents what had been done, if not who.
Aegir demanded again and again to know which of them had done the deed, but the sisters were a solid wall and would not move, and not one of them could be turned against another. Ran threatened to hang them all by their hair from the bottom of the biggest iceberg, but still they would not reveal the babe's true mother. "Let him be known as the child of Odin and the Nine of us," they all said, "for it is as good as true."
Then Ran declared that regardless of which of her ungrateful daughters had whelped the pup, she would not have it raised in her home. Since the sisters had no real care for the child either, they agreed and set him afloat on a boat headed for the island of Vanaheim, hoping that the child would wash up there and be adopted by some kind parents. It had also occurred to them that the child's father might wish to know his son, and indeed Odin had been waiting to see what would happen. As soon as the babe's boat surfaced, he saw it from his throne at Valaskialf, and set out to intercept it. Scooping the child from the water, he brought the golden babe straight to Frigga's apartments at Fensalir.
Frigga, who was used to dealing with her husband's various children by his affairs, saw that the babe was fair and finely formed, and named him Heimdall. She offered to raise him as her own, but Odin had another plan in mind. He wished a child of his to come to love the humanfolk of Midgard, helpless and hapless as they were, and he decided that this son would live two lives, one as a mortal man and one as a god. He took the foundling in his arms and placed him back in the boat, which he deposited on the ocean inside the girth of the Midgard Serpent. Little Heimdall floated to shore, where a poor fisherman rescued him and brought him home. There he was renamed Rig, and grew quickly as mortal children do, for a mortal seeming had been cast upon him by his father.
The golden child was raised by loving although poor mortals, but he always felt that there ought to be more to his life than this, and he yearned for something more than the fishing-boat and the pig-yard and the garden. If there was one thing that he feared, unreasonably, it was the sea. His foster parents put that down to his early abandonment on the little boat, and forgave it of him. Sometimes, while walking the beach, he would see the sunlight glinting off of what might be the head of a woman among the waves, and when he squinted closer he would see the flip of a tail as it vanished into the water, but nothing more, and he refused to go into the salt waves. If he had done so, he would have discovered that he could swim as well as a fish, but his strange fear held him back. So it was that his mothers watched him from afar, but never spoke to him, and he did not know his origin.
When he grew old enough to leave the seaside farm, he did so, and wandered all of Midgard. He lay with women of every class, from rich to poor, and sired many children, and this too was part of Odin's plan, to get his blood into as many of the folk of Midgard as possible, and thus enrich their bloodlines. Through time and glory and battle and many adventures, Rig was finally made a king in the prime of his life, and Odin who watched was proud of his son. Eventually he grew old and near to death, and on his deathbed, as his eyes were closed by the family who stood weeping about him, a great cloud of birds lowered themselves from the sky and took up his body, and all wondered in awe and amazement.
His body was carried to Asgard, where a small spark of life still remained in it, ready to be snuffed out. Odin restored him to youth and to his immortal self, the body of the youth who was born of the meeting of sea and sky, with eyes of a blue somewhere between the two. He rose in wonder from his bed to find himself in the land of the Gods, and himself one among them, and they cheered him, and called him by his true name of Heimdall. And so it was that he was given the job of gatekeeper of Asgard, and took up his destiny as Odin's son and prince.
Frigga took him to her breast and called him as her son, and he called her Mother. Yet eventually he asked of the story of his birth, and it was told to him. He cried out in anger, remembering the far-distant heads in the water, and his fear of the sea, and swore out against the cold women who had abandoned him to the waves, and he not even able to know which womb it was that bore him. So to this day Heimdall avoids the ocean, and keeps to his father's home in the sky, although he loves and protects the humanfolk of Midgard with a great passion. His heart is hardened against all those of Jotun blood for his anger with his mothers, and this sorrow and anger is one of the things he learned from his life as a mortal, along with his personal caring for them.
And if you ask the Nine Undines to this day, they will not say which of them bore him, but only that he once came from all their arms and was delivered up to his destiny, and as he had both a mortal mother who loved him and an Aesir mother who values him, what need has he of any of them? And then they are gone into the water with a splash and a flash of their tails, and no one can see, through the cold waters, whether any salt tears are shed for him, the child of the meeting of sea and sky. But every year on his birthday, a storm rises up at sea, and all will do well to keep to land on that day and avoid the uncertain mercies of the Nine Ladies of the wild ocean's miles.