Odin

Odin is first mentioned in White Night, as Donar Vadderung, the head and CEO of Monoc Securities; he later appears in person in Changes. He is also known as Kringle and Santa Claus.

Donar Vadderung
As Vadderung, he is described as not all that imposing, though a man in good shape and in his early fifties. Lean and spare like a long distance runner only with heavy shoulders and arms. His hair is long, a bit shaggy, and the color of a "thundercloud". His one eye is ice blue with a patch over the other eye that bears a vertical scar running from above the eyebrow, through the space where the eye would be, ending at mid-cheek. His laugh is hearty, "like Santa Claus must have had when he was a young man and playing football."

The top of Monoc Securities where Harry Dresden was taken to meet Donar Vadderung is where it is said is the center of his power on Midgard. He tells Harry that he could simply wish him dead. According to Uriel, they know each other and are in similar fields. Uriel also warned Harry to consider Vadderung's words carefully.

In White Night, Harry listed him as one of the Freeholding Lords with rights under the Unseelie Accords, when telling Murphy about what it means. According to Marcone, Vadderung is the current CEO of Monoc Securities. , which is later confirmed by Gard.

Hugin and Munin are his assistants, and they do not like Harry much. Harry first met them at Monoc Securities. They appeared as receptionists, pretty, tall, and deadly.

Kringle
As Kringle, he is compared to a bear. He has broad shoulders, forearms nearly as large as his upper arms, a thick neck, a barrel chest and a huge frame. Kringle's hair is short, white, "shining clean", his beard, long, white, and cascading over his chest like a fluffy wave. His eyes are "clean, winter sky blue". He has ancient scars of white-lines on his hands and face. He wears a coat of mail, and an open overcoat of a rich red, trimmed in white fur and held by a black leather belt. Tucked into his belt were a pair of white-fur-trimmed black leather gloves. His jovial laughs are frequently carried over the din of the parties he regularly attends at Mab's. He enjoys a good battle every few years to keep his life engaging.

He sometimes joins the Wild Hunt with the Lord Herne, surprising Harry Dresden, which always thought of him as Santa Claus. He also appears to know know Sarissa and some secret about her, agreeing to remain silent about it.

In Cold Days, Kringle reveals that the Winter King may be another mantle, worn seasonally by Donar Vadderung. He also stated hawthorn wood grows hot and "doesn't care for creatures of winter."

Santa Claus
As Kringle, he admits to assuming the mantle of Santa Claus only after Halloween, drawing the line at doing so before that day. When Harry Dresden challenges him about it, he informs him that neither he, nor the Erlking, nor Eldest Gruff are what they once were, and that a long life is rife with unexpected turns and windings, something that Dresden should know about. Santa Claus, furthermore, is something recent in the supernatural scene, many an old wizard never knew of him when he was children.

White Night
In White Night, Donar Vadderung is mentioned as a signatory of the Unseelie Accords and helps John Marcone to become the first human Freelord of the Unseelie Accords.

Changes
In Changes, Odin is revealed to operate under the alias of Donar Vadderung, a powerful individual easily capable of laying out Dresden with a pure application of his will. He is known to test people on how well they upheld the traditions, obligations and responsibility as guest to host and vice versa. He'd reward the faithful and send a hideous demise to the miserly, callous, or cruel.

Harry Dresden visits Vadderung at Monoc Securities, led there by Gard at his invitation. Vadderung tells him he'll find his daughter in Chichén Itzá in a few days, about the Red Court's plan to use her as a sacrifice in Bloodline curse. It turns out to be exactly what Dresden needs for a successful recovery of his daughter. He also demonstrates his power, which is what he'll be facing against the Lords of Outer Night. Vadderung further states that Chichén Itzá is the center of their power and that they could just wish him dead as he could there at his center.

Later, he makes an appearance at the battle of Chichén Itzá with the Grey Council. He opens a Way for them—made from green lightning and having a shimmering archway—and again later, for those needing to leave. Before he goes, he gives Dresden a fencing-like salute with his spear. Ebenezar says that he doesn't give recognition like that lightly.

Cold Days
In Cold Days, Harry Dresden meets him under the guise of Vadderung at McAnally's Pub to discuss regarding Demonreach, the dangerous entities imprisoned underneath it, their possible release and the island's possible imminent destruction. He names the destructive fire the Demonreach called the fail-safe that The Original Merlin put in place: "Banefire", informing Harry that should it be triggered, it would mean the end of everything.

At the end Cold Days, Kringle turns to Harry and winks, briefly showing the visage of Odin. He makes a statement in regard to Mantles and Masks as an explanation.

Harry Dresden is first introduced to Kringle at Mab's combination birthday party and introduction party for the new Winter Knight.

Kringle was a part of the Wild Hunt during which he goes after Harry. Harry succeeds in taking him down and Kringle concedes. Harry takes over the Wild Hunt having defeated the Erlking as well. As new leader, Harry commands that they hunt Outsiders to which there is a great cheer.

Later, Kringle informed Dresden that Mab took the new Ladies with her and Molly Carpenter will be returned to the apartment in a few days. In talking with Kringle, Dresden suggested neither Kringle nor the Erlking had fought to their full potential against him. Kringle responded, "No one can be given a power like the Wild Hunt, Dresden...He can only take it." Kringle advised Dresden to avoid breaking Mab's pride, especially in the presence of others. Kringle also indicated that on Halloween, people wear masks for a time and then discard them (every member of the Hunt wore a mask or was otherwise transformed/shapeshifted into a beast). Apparently, the same is true of mantles. Just before leaving, Kringle winked at Dresden. And, for the briefest instant, Dresden saw Donar Vadderung's face melded with Kringle's face. Kringle sings Here Comes Santa Clause while walking away.

Skin Game
In Skin Game, Mab arranged a meeting between Kringle and Harry Dresden, where it was established that Kringle and Odin were the one and the same, but that legally they were to be considered two different persons, so much so, that Mab could call on Kringle without objection, but she would have had to wait in line if she had called on Vadderung. In the meeting, he and Dresden arranged for covert operative to join the mission to Hades' Vault as a plant of Dresden's.

Word of Butcher
According to Jim Butcher he is kind, the spirit of generosity in a time of bleakness. Jim also said that Santa Claus is the Winter King and goes by other names and the Erlking is the Summer King, though the Erlking is not attached to any court. He added that it's more accurate to say that Kringle is "a" Winter King, rather than "the" Winter King -- that the Kings are aligned with or related to the Summer or Winter, but not parts of those Courts. Additionally, the kings' characters are opposite to the court to which they associated. Kringle is kindly which is opposite to the Winter Court and the Erlking is not so friendly. (No mention of Santa Claus being a Wyldfae.)

Quotes
Donar Vadderung: “They say you can know a man by his enemies, Dresden. You defy beings that should cow you into silence. You resist forces that are inevitable for no more reason than that you believe they should be resisted. You bow your head to neither demons nor angels, and you put yourself in harm's way to defend those who cannot defend themselves. I think I like you.”

Kringle: “It was Halloween, Dresden. You put on a mask for a time. That's all. Many, many mantle are worn—or discarded—on Halloween night, wizard.”

Harry: “You mean masks?”

Kringle: “Masks, mantles, what's the difference?”

Harry: “Dude. You’re...freaking Santa Claus.”

Kringle: “Not until after Halloween.”

Kringle: “Lad, let me tell you something here and now. None of us is what we once were. Everyone has a history. Everyone comes from somewhere. Each moves toward a destination. And in a lifetime as long as mine, the road can run far and take strange windings — something I judge you know something about.”

Speculation
In Cold Days, Kringle states that he wasn't always known as Santa Claus and that it was a relatively new change, and that he participated in hunts with The Erlking. His position in The Wildhunt is later confirmed, when his hunter's mask was pulled away to reveal Kringle as one of the leaders of The Wildhunt. As mentioned above, during the closing of Cold Days Kringle turns to Harry and winks, briefly showing the visage of Odin. He makes a statement in regard to Mantles and Masks as an explanation.

Throughout Cold Days, the mantles of the Knights, Ladies, Queens and Mothers are all mantles of power that when used slowly erode their host's sense of self, eventually blurring the lines between the bearer of the mantle and the mantle itself, often making the motivations of the bearer of the mantle identical to that of the essence of the mantle itself. That said, much has also been said of the power of free will for those mortals and entities of deep conviction to retain their individual aspects of self. At the close of Cold Days, Mab admits that she was once mortal and could make choices. It could be argued that her inability to act against Maeve was an extension of Mab's separation from the mantle of Queen. Donar Vadderung/Odin/Kringle etc. hints that a mantle and masks have very little functional difference in regard to the heart or motivations of the entity itself, and by his very existence suggests that mantles, masks, and aliases can be assumed, taken up, or discarded based on choice. Who Donar Vadderung really is most likely a mystery. One could argue that the Odin alias might not be the base entity but rather just another mask or mantle. Who or whatever the entity truly is might be described more effectively by their motivations. As such, the being appears to work in mysterious ways, seems to care for mortals enough to get involved, and is an advocate for free will. One thing remains fairly clear, the entity that is known as Donar Vadderung, is adept at taking up, and setting aside mantles of power and may be an example of an entity that uses his mantles as tools rather than the mantle using "Him". This might mean that entities not defined as "mortal" can use elements of free will, or that this entity is in fact mortal. Perhaps the example of Donar Vadderung may serve as an element of hope that those who have to deal with the influence of a mantle of power may retain their free will.

A less optimistic alternative may be that the influence of the mantle depends on how powerful it is relative to its host - Odin was a god at one time (and is still worshipped by a small number of modern pagans, albeit probably with different rites) and so the mantle of Winter King may have less purchase on him than it might on a lesser entity like a fae or a mortal.

Historically - based on known dark ages cults - it would also make sense for at least some lycanthropes to serve him under one of his guises.

In mythology
In mythology, Santa Claus is believed to be based on the merging of the myths of Saint Nicholas of Myra and the legends of the Norse God Odin.