Two very distinctive myths regarding Odin really "speak" to me. One myth is the story of how Odin acquired the meanings of the runes, and the other tells how Odin gained his wisdom and ultimately lost his eye. According to the sagas:
Wounded I hung on a wind-swept gallows
For nine long nights,
Pierced by a spear, pledged to Odin,
Offered, myself to myself
The wisest know not from whence spring
The roots of that ancient rood. They gave me no bread,
They gave me no mead,
I looked down;
With a loud cry
I took up runes;
From that tree I fell.
This myth speaks of sacrifice. Even the All father Odin must make a sacrifice in order to gain what he wants. One of the reasons I love Norse mythology and the Norse pantheon is the concept that there is no free gift and not even the gods are immune to this law. In order for Odin to gain the knowledge of the runes he had to spend nine nights hanging presumably from Yggdrasil and sacrifice himself unto himself.
In a similar story of sacrifice, Odin seeks Wisdom and so travels to Mimir's Well. There he must sacrifice his eye for a drink from Mimir's well in order to gain immense wisdom.
It also reminds me of the rune "Gebo" (meaning "gift").
From my interpretation of the sagas, there are no free gifts, everything, even the blessings of the gods, come with a cost. The cost may be small or great, but there is still cost involved, be it dedications, offerings, sacrifice of time, energy or anything else one can imagine. In exchange the gods will give you whatever they deem you need or want, but both parties must give to the other. Such is represented by the crossing lines in Gebo and in the myths themselves.