From my limited understanding of Norse mythology, there is no origin story for Odin. He was just "there" with his two brothers to kill a frost giant before creating the world using his blood, bones, and flesh. It is a very 'warrior-oriented' religion and that's reflected in some of the actions and beliefs of contemporary Neopagans, notably Varg Vikernes and others involved in the early 90's Nordic black metal scene.
The underlying philosophy is that the weak must make way for the strong. The theology doesn't concern itself with the origin of being.
Odin, Vile and Ve were sons of Borr, who was son of Buri who came from a salt stone which the primeval cow Audhumbla licked. Audhumbla feed the the primeval Jotun Ymir. Odin, Vile and Ve killed Ymir and shaped the world out of his corpse.
As for metamythical origin, Odin was a original creation of the proto-Germanic people, he’s fundamental a priest god representing the religious frenzy which he is named for, interesting his brother’s names means holy (which was also the name for priest) and will. Original the three brother gods have likely been Tyr, Hænir and Loki. Odin, Vile and Ve likely represented a change in theology toward a more personal connection to the gods, with the three brothers having original been a kind bridge between the divine and the mortal realm, and slowly they grew to replace the original three divine brothers. This may seem weird but it’s important to remember Norse mythology was written down 1600 years later than Greek and Germanic culture had been much more heavily influenced by pre-Indo-European South Scandinavians than Greek culture was by pre-Indo-European Greeks.
