The Third Doctor and Jo Grant met Odin in 141. He was actually a human High King of all Sweden, who was supposedly a god due to the power of Gungnir or Spear of Destiny, an alien artefact he possessed.
The Master, under the alias of Frey, influenced the Vanir, a tribe of Vikings in 141 to fight Odin and Thor and the Third Doctor so that he could get Gungnir. The Doctor explained to Jo at the time that Norse mythology probably came from real adventures of early Viking history, as here the fight between Vanir and Odin's folk. (PROSE: The Spear of Destiny)
When the Twelfth Doctor was captured by Vikings, he attempted to convince them he was Odin by using a yo-yo. Instead, they believed the leader of the Mire, who appeared in the sky, was Odin. (TV: The Girl Who Died)