The main theme of the journey will be 'Approaching danger' like with most games and films, environments become more reflective of their present evil as you progress. Priorities are visual stimulation rather than game play mechanics, I just don't think I'll have the time to set everything I'd like up.
Anyway, heres a sketch of an approach towards Thrallhalla's domain.
I had two ideas - The water pool at the bottom will be where'd you surface from, and the path leading towards this would be an underwater stage. You would simply climb out the water onto the snowy path and make way for the gate.
The Second idea was the water pool would extend from a narrow waterway valley/cavern which you could use a row boat to travel on. probably would be cooler.