One of the major mysteries of Norse mythology is the god Ullr. His name, which is related to an old word for 'glory', shows up quite often in place names, suggesting that he was extremely important. But the literary sources we have hardly mention him. The location of his dwelling is said to be in Ýdalir, Yew Valley; since yews are consistently associated with archery in the ancient world (it was a good tree for bows), this is sometimes thought to indicate his connection with archery. He is associated with an ancient oath-taking ceremony. Saxo Grammaticus, who reads myths as fictionalized history, calls him a wizard, says he had a magic bone that he could use as a boat, and that he ruled for a short time when Odin was unable to do so. Snorri in the Prose Edda says that he was the son of Sif and the step-son of Thor. Snorri also links him to archery, and says that he is good at skiing and is called upon in duels. In poetry, Snorri tells us, he can be called the snowshoe-god, the bow-god, the hunting-god, and the shield-god; shields are called Ullr's ships. And in other poems we find him used in kennings for warriors: Ullr-of-sword, Ullr-of-shield, Ullr-of-bowstring, Ullr-of-combat. He is a bit like Tyr -- once extremely important, from all that we can tell (his name is just a version of the word for 'god'), Tyr has faded somewhat into the background by the time our literary sources really get going, although his association with battle seems to have kept something of his memory alive. But a few stories about Tyr still remained and were recorded; we have none explicitly about Ullr.
Jackson Crawford had an interesting video a few years back looking at the evidence and wondering -- but only wondering, since the evidence is pretty limited -- whether he could be an earlier version of Heimdallr (who is an important god in the stories but hardly if ever shows up in place names):