Heimdall is a minor character from Valkyrie Profile 2: Silmeria. He is an obstacle between the characters and their goal.
Story
Heimdall first appears in the Forest of Spirits when Alicia and Rufus first attempt to enter Bifrost. He and Aesir guards chase after them, but lose them. He then once again encounters them when they successfully enter Bifrost. He will not allow them passage into Asgard, and fights them. He is unsuccessful in his attempt to stop them however, and is not seen again.
Heimdall can be fought again in the Seraphic Gate as Heimdual!
Mythology
Heimdall is exactly the same as his Norse mythology counterpart. Both guard the gates of Biforst, and exterminate any intruders.