I haven't played a lot of either Odyssey or Valhalla (yet), but I think on net I like Valhalla's systems better. It feels much more focused on melee combat than archery or sneaking. So dodging and parrying look really good, and the amount of creative body modification you can do with an axe is... impressive.
And it nails some very Viking things just perfectly, like pulling your kingship up to an enemy settlement and pressing the go button. All your hairy murderous bros just go charging out yelling their heads off, and the excellently freaky soundtrack gets going and you are 100% down for some dark ages mayhem. Most fun I've had leading the muderbois in a game since heavy cavalry charges in Mount and Blade.