So in 7.2 there are some scrolls you can find that have lore regarding Odyn and the Vrykul. They arent all in game yet, but you can read them all on wowhead.
http://www.wowhead.com/object=248980/the-legend-of-odyn
http://www.wowhead.com/object=248981...avored-of-odyn
Interesting to note that apparently Helya was the one who struck out at Odyn first.