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Unfortunately we really don't have primary source information, that was written by ancient believers for ancient believers. So when diving through the Eddas and Sagas it's important to remember that almost all of it was written by Christian scribes a few centuries after conversion.
Source Lore: The Eddas and Sagas (Heimskringla, Gesta Danorum, the Ango-Saxon Chronicle, etc.), Skaldic Poetry, Tacitus' Germania, Beowulf and other Anglo Saxon sources like the Lacunga. Also the reports from traveling Arabic men like Ibn Fadlan.
Scholarly works about the ancient culture: Grimm's Teutonic Mythology (all 4 volumes), Fletcher's Barbarian Invasions, Dubois' Nordic Religion in the Viking Age, Simek's Dictionary of Northern Mythology, texts from Hilda R Ellis-Davidson and Turville-Petre are also great.
Modern religious texts by pagans for pagans - Gundarrson's Our Troth Volumes 1 & 2, Krasskova's Exploring the Northern Tradition
Of course, you may also find it of more benefit to find those who are Asatru online and in real life and talk to them. Books might give you a bit of a starting point, but nothing can replace the experience of working with the Gods, or in being able to learn from and ask questions from others either. This site has some resources on how to find both online communites, as well as find people you might be able to meet face to face with as well. http://www.patheos.com/community/paganportal/2010/05/18/wyrd-designs-finding-others/
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