This is an interesting god conceptually. He is the watchman of the gods in Norse mythology, and he serves as the keeper of the Bifrost (rainbow bridge) at the entrance to Asgard.
Here is a somewhat older rendering from Marvel Comics …
… and a more recent one.
I have lauded the Disney Marvel universe in my series, The Modern Pantheon (see black strip at left), and I mentioned then that I am intrigued to see how they develop his character further (perhaps in Thor: Ragnarok?). He is interpreted interestingly by Idris Elba, as can be seen in Thor, Thor: The Dark World, and (briefly) Avengers: Age of Ultron.
I must confess to knowing very little about this character due to his mainly supporting role in the movies in which he has appeared. Although he can be seen in Thor, Thor: The Dark World, and Avengers: Age of Ultron, Heimdall to me is primarily an image, but I like this character for what I don’t know about him precisely because he allows my imagination to run freely. It’s not what he is as much as what he triggers by association. I’m sure that Idris Elba, the actor who portrays him, has much to do with this. His screen persona gives an impression of height armored and helmeted in gold, while the depth of his voice underscores the fierceness and loyalty of his character.
Heimdall is the guardian of the Bifrost (rainbow bridge) which serves as the teleportation system of Asgard. His eyes miss nothing – well, almost nothing. Loki did manage to slip some intruders past him once, and Thor’s likable but villainous brother also found a type of “back door” in and out of the kingdom. Still, how many of us can claim that we’ve only made two mistakes?
Having worked under educational administrators who can be rather hidebound about rules (much less so their intelligent interpretation), I appreciate that the keeper of the bridge recognizes when it is necessary to break the letter of the law in order to serve its spirit. I understand that he will be seen again in Thor: Ragnarok, and I look forward to seeing how this potentially interesting character will be further developed.