Odin's Armory is a room that contains the Odin Set. After completing Chapter 1 and Chapter 2, you can talk to Valkyrie to have her warp you to the armory. There are cases where she wouldn't warp you. In this case, try killing a monster or getting your character killed then try again. If she still doesn't warp you, then use @request (Reporting Guidelines) and ask for a GM to check your Storyline. When Valkyrie warps you to the Armory, there will be a server-wide announcement saying: Valkyrie: 'Player' has entered the Odin's Armory.