Nothing really to say about this except it's fabulous. So fabulous that after the half-way mark of the audio, I went out and bought it in print, too. But if you have the option, I highly recommend listening to the audio. Neil Gaiman narrates it himself, and he's... I can't imagine anyone could do it better. Except the late Alan Rickman and the only reason he came to mind is because Neil Gaiman sounds like Alan Rickman. At least, he sounds like a gentle Alan Rickman.
Anyway - the book. It's a collection of Norse myths; not all of them, but as Gaiman says at the beginning these are ones that are complete (there are many fragments of other stories, apparently) and are ordered in such a way that a vague timeline is constructed: from Odin's beginnings as the All-father, to Ragnarök.
If you like mythologies, read it. Better yet, listen to it. It's excellent.