Most likely, you need to go talk to Frigga in Valhalla.
On PC/Web: You cannot open Valhalla from a god map or the Father map. Go back to the Map Manager page for Scandinavia. Click on the "Main" button. Valhalla is the tall blue ice mountain near the top of the Main Scandinavia map.
On Mobile: Swipe back to the Thor quest line. Valhalla is the location with the large metal circle around it.