There are 8 Valkyrie that you need to slay before being able to challenge #9; the Valkyrie Queen. There's 4 in Midgard, 1 in Alfheim, 1 in Helheim, 1 in Muspelheim, and 1 in Niflheim
They are tough, but not impossible. Make sure you keep your shield up, parry if you are confident about your timing or dodge as many attacks as you can. Whenever one goes into the air, have Atreus fire some shock arrows or throw your axe at them to get them on the ground and stun them. Make use of the summons and rune attacks whenever you can. Keep a Resurrection Stone handy in case things get bad, and remember to breathe if you get frustrated.
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For better visualization, here's a guide by PowerPyx: