Hermóðr appears distinctly in section 49 of the "Prose Edda" book "Gylfaginning". There, it is described that the gods were speechless and devastated at the death of Baldr, unable to react due to their grief. After the gods gathered their wits from the immense shock and grief of Baldr's death, Frigg asked the Æsir who amongst them wished "to gain all of her love and favor" by riding the road to Hel. Whoever agreed was to offer Hel a ransom in exchange for Baldr's return to Asgard. Hermóðr agrees to this and set off with Sleipnir to Hel.