Recently I've wanted to re-read an old series, however I cannot remember the name of said series/any books. I will provide all the details I can, and will hopefully be able to answer questions as well.
In the series, someone from Earth is transported to this other realm, once there, it takes them a bit of time to get used to everything, but eventually start taking part in the world. From what I recall, there are 7 (or 9) worlds (moreso realms), each one above or below the other. The people in each world above are gods to the inhabitants of the world below. This seemed quite like Norse mythology. The one the main character is in is much like medieval Earth, the one above similar to Valhalla, and the one below had sort of... spirits/elementals.
In the series, the main character eventually becomes a knight, and learns to fight. There are also giants, which as I recall were a major plot point in at least one book. He also at one point has to cross a bridge, and so fights a knight who would not let him past. I cannot remember his name, or really any of the characters names for that matter.
The writing, as I recall was kind of weird as well, sort of in first person, but occasionally using a narrator. The main character became quite powerful as well.
One scene I remember quite well, is the main character and a creature from the realm below (his servant) end up going up a long staircase to fight something from one of the realms near the bottom. I believe it was a dragon, and a powerful one. I do not recall if they ever get to the top, as some harpies harass them on the way up.
I read the books about 10 years or so ago, but I cannot remember if they had been out for long by then or not. I also can't remember the exact amount of books in the series. I borrowed them from the library, so no luck hunting through my old book shelves.
If I can add any clarification, or help in any way, feel free to ask. I've never asked one of these, but am generally impressed after reading through many others how quick people solve these.
Clarification below after reading Mithrandir's comment:
Series of novels, my best recollection was they were 700 pages~ or so. Read them in hard cover.
Read them likely around 2005-2007~ around there. As I recall most of the series was out, but still had a few books remaining? Most of the books were more or less loosely tied together.
Theme mostly seemed about getting by and surviving?
Plot was mostly about the main character becoming famous and making an impression on the worlds. The main character almost dies at one point, and then the gods from above (Valkyries, and the all-father) need his help fighting in the skies.
There was an Odin-ish character, but mostly there were humans and a few giants. As well as a few half-giants.
Read the series in English. I believe this was the original language.
Cannot remember covers. Cover art never has really been able to stick to me.
Seemed for around 16+, there was some nudity and mention of sexual acts directly, but not quite full on "Game of Thrones" describing the acts.