As you progress through the story, and explore Midgard a bit (examine the gates, to light the torches in the Lake of Nines) you will come across a few formidable foes called Travelers.
They have a large two handed sword, and some walk backwards with a shield on their back. You will need to kill several. And then speak to Singri or Brok to craft each piece of armor. And then BLING! Trophy is yours.