In the story, Thor and Geirrod, first Loki borrows (or steals) a magic set of wings from Freya (or Frigg), and once transformed into a bird of prey (falcon or hawk) he flies to Jotunheim. Later, he must return with Thor. A retelling of this I like is found at thenorsegods.com. I like it because it describes a bit of the journey, and it coincides with what I recall from reading longer works on the subject, such as the one from Gaiman. In this story, Thor and Loki get into Jotunheim directly from Asgard by crossing the river Ifing.
But there are more ways to get there than that. In the story, Thor’s Journey to Utgard, again according to the story presented at thenorsegods.com, Thor and Loki start off in Thor’s chariot drawn by two goats. They traverse Bifrost to get to Midgard, and from there, they cross a river or ocean to get to the land of the giants. This helps clarify one of my confusions. The source of my confusion came from a graphic novel written for young folks called Gods Of Thunder, which is pretty good despite this and I should review it one of these days, but it states: “They crossed Bifrost, the Rainbow Bridge, into Jotunheim.” When I read this, I said, “Wait, Bifrost to Jotunheim? I thought it goes to Midgard.” Does anything make sense? Apparently, they just left out a step in the journey. I’m going with that.
When Thor’s hammer is taken, Thor and Loki once again travel to the land of the giants. This time they take Thor’s goat-drawn chariot, but the travel is quite different. At schmoops.com, the story simply states, “After much thunder and lightning, Loki and Thor arrive in Jotunheim.” And here’s a pretty cool account about their travel as described in a short retelling at fanzone50.com. “Mountains split open, forests burst into flames, and the rumble from the mighty wagon could be heard from a long way off.” This one fits closer to Thor of the Marvel Universe, but that’s an entirely different post for another time.
There are lots of different ways to get around. Over Bifrost to Midgard, with magic falcon wings, by crossing a river, or as a bolt of thunder. I guess, what’s important, is they get there so the story can continue.
Another thought for another time is the realms are altered states and in some ways not unlike the computerized states of reality presented in the Matrix and more recently, Ready Player One. Or Jumanji, for that matter. In a post-Ragnarok new world, do the gods transcend the realms in 3D helmets? Just food for thought.