This is a multi-layered allegory. Other than being about bravery, it's also about the internal war against the forces of entropy that try to annihilate you. This is one of the types of war all Spiritual Satanists fight in, represented by the Thor rune. There are other types of War, and they are all taken into account in this eternal battle allegory.
Death in battle simply has to do with the stages of spiritual alchemy, and also the every 'death' aka 'deep transformation, transition' required fo make positive changes in your life. It relates to the Eiws rune, and the phoenix allegory. Valhalla is a state of consciousness, not a place. It's the state of consciousness Heroes attain, like our beloved Lady Maxine.
This is just a short summary because I'm on mobile.
There is nothing literal in pre-abrahamic mythologies.