Here. What? What’s this? What’s this? Iguro-san, what’s this? Take them. Huh? For me? *nods* Whaaaaat? I’m so happy! I promise you, I’ll treasure them! No need to treasure them. No way. That would be such a waste. It’s fine. If they get ripped… I’ll give you a new pair.
Heimdall has no swordsmanship skills whatsoever... why you may ask? Because he was that cocky with his foresight that he never saw the need to train. Boy be using Gjallarhorn to bat people away, he has no clue what he's doing.
Heimdall is impeccable about his appearance. He spends hours grooming himself because the thought of dirt and being disheveled links in his mind to failure to stay untouched (see scene where Atreus' gets dirt on Heimdall and Heimdall gets PISSED because he failed to prevent that happening).
Speaking of hair, he wears that many braids because of him always being on the wall to stay away from people. The wind messes his hair up too much and he has to have it that way, only ever unbraiding it when he's by himself and in his house on top of the wall.
He also lives on top of the wall, well away from everyone because mentally he can't stand to listen and hear everyone's intentions all the time. Odin kept him on the Great Lodge when he was young to expose Heimdall to a lot of the horrors of people's intentions, only granting him the peace on the wall when Heimdall was blindly faithful and loyal to every word Odin said.
He prefers animals because they have pure intentions. He can't read their minds like Atreus, but he knows their intentions and that's enough for him to find refuge in their presence.
He did care for Gulltoppr, but much like the love he was given from Odin, it's only conditioned on usefulness. He would have mourned Gulltoppr if he lived in his own time but that would have been conflicted with his own understanding of love.
Heimdall has never had a drink. It's beneath him and he associates it with being neglecting his duty. He cannot impair his mind as he is ever protecting Asgard at all times. (Therefore, he's a lightweight if he ever tried to drink).
Heimdall is arrogant and distrustful because he is lonely and cannot socialise with people due to his foresight. He perceives every intention people have, their intent to leave a conversation with him, their boredom talking to him, to be their only truth and therefore concludes everyone despises him. This makes him who he is today, the known asshole of Asgard who no one wants to be around because he shuts everyone off first to avoid feeling hurt by them.
Heimdall does have tattoos, though they weren't tattooed on him. His magic presented them on his skin and they are definitely golden in colour.
He is part Vanir. His mother's were the Nine Sisters but Odin has made Heimdall unaware of this fact and hid his past from him. This was to ensure Heimdall was only ever loyal to Odin and Asgard.
And... that's it for now, I'm sure my mind will conjure more later on.