My son's name is Odin. We normally use the Old Norse spelling of Óðinn.
When we say his name, though, we just say Odin (Oh-den), but a lot of people ask about the Norse spelling.
Ó is said the same as if you were to exclaim Oh!.
Ðð is called eth and is said th as in fa th er.
Putting it all together, you would say Óðinn as Oh-then.
You can hear a computer say it on Google Translate.