I think what is meant by "Valhalla" is a place where all the warriors go.

To understand this, you have to consider Norse mythology:

There are two groups of gods in norse mythology: The Æsir and the Vanir. There is a theory that the Vanir represent a local fertility cult who had already lived in Scandinavia, while the Æsir represent a war-mongering cult who invaded the Vanir's land. They later joined into one society, i.e. they mixed up.

What's described here is basically a class society. There's a warmongering part of the population and a peaceful part of the population, which you might akin to right-wing and left-wing politics. The norse mythology says that when you die fiercefully in battle, you go to Valhalla, where you fight and die over and over again, until the Ragnarök - which could be compared to the judgement day from christian mythology - makes them meet in one final battle before they ascent to the heavens for good (IIRC).

after looking it up, i can't find any good sources for the "before they ascent to the heavens for good" part except a single ARTE infotainment documentary here. other sources seem to say they just die for good, but go nowhere after the battle.