So from how Odin has been portrayed in a lot of stories and what he is known for as you stated I feel like you might lack some of the warrior aspects of Odin which is why I think it could be argued that some eldritch knight rather than  warlock. Some of your points about bard and warlock fit him very well too, while different aspects of Odin make him a character that will be hard to realize with one class only, I would suggest going with a combination of two and try and make your own interpretation of him.

 A big part of this is going to depend on what phase of Odin's life you're drawing from. Odin before drinking from Mimir's fountain (and giving up an eye in the process,) is an extreme knowledge seeker while Odin at the time of the Vikings is a king. For that matter, Odin circa American Gods is greatly diminished and appears to have taken on a trickster aspect.

Generally, I'm not in favor of defining mythological gods in character-building terms because they clearly have powers beyond anything described in the source material.

I know its a bit late, but in my opinion and with some help of nordic history, I think Odin will be more like a multiclass of the Mastery of Lore (Because he wanted to have power no matter what and with this arquetype it can), then some levels of the Rune Knight which is the perfect one for a nordic character, and then some levels of arcane o knowledge cleric domain, for the search of knowledge that odin had about magic

@Sillvaa

I would go with Bard to stat Odin.

Keep in mind, Odin means different things to different cultures. For example, Norway and Sweden view him animistically, while Germany views him polytheistically. Denmark and Britain seem somewhere in between. Since Iceland began as a Norwegian colony, the Icelandic evidence benefits from Norwegian archeology, as well as the wider context of other Icelandic Norse literature. By "Norwegian", I of course mean Old Norwegian, a region within the wider dialects of Old Norse speakers. Much of the cross-cultural evidence about Odin is conflictive, and it helps to know which evidence came from where.

Generally, Thor is the favorite nature spirit of the Norwegians, Frey is the favorite nature spirit of Swedes, and Odin is the favorite nature spirit of the Danes. In Germany, Wuotan is viewed as a deity, similar to the way the Romans view the Roman deities. (Thus Germans might have Wuotan clerics, but Norwegians would never. Shamans are the spiritual leaders of Norway.) In Norway, the Aesir are nature spirits, specifically sky spirits, often contrasting with land spirits (Jotuns).

Within an animistic worldview, there is no "other world". Animism is this-worldly. For example, the "realms" of the dead are the actual dust of corpses in the ground of the land, or else at the same time, the puff of breath among the winds of the sky. Likewise, all of the "worlds" of Yggdrasil are normal areas of this world. For example, Niflheim (realm of mist) corresponds to the arctic polar icecap, while Muspelheim (realm of judgment) corresponds to the hot Sahara Desert of Africa. Everything in the Norwegian worldview is an aspect of this world. (The word "heimr" means "realm", usually referring to a region of land, but can be any region. Sometimes it is used to mean the entire world, verald, the whole realm.) There is no other world. 

The Norwegians are shamanic animists. Thus they understand that a shaman can send their mind out of body to roam this world. This virtual body corresponds to a persons self-image and self-identity. This virtual body is made out of "thoughts" (hugar). It is normally incorporeal, but if the mind is strong, it can manifest physically (sorta like a ghost). Shamans often send their mind out in the form of a wolf or bird, to move speedily across the land and thru the air of this world, or even a sea animal to swim. The wolves and ravens of Odin are projections of his own mind, out of body, especially to reconnaissance the dead on a battlefield. Odin is checking out which of the minds of the warriors are to join him up in the windy sky. The mind of Odin is manifesting physically in the form of wolves and ravens that eat the dead on the battlefield. Normally, the physical body of a shaman remains at home in a death-like trance, while the mind is elsewhere in the world. A powerful shaman can even transform the physical body into the mental shape, as a kind of shapechange. Odin too remains home in the sky, and the idea that he can send out four mental projections at the same time, at different locations, suggests he is especially skilled at this kind of mental magic, and probably remains conscious up in the sky even while trancing.

Odin is the sky. He has one eye, being the sun, and the other eye is the moon elsewhere. However, he is not the sun and the moon themselves, but rather, he is the aspect that causes the different paths of the solar and lunar movements, respectively, and the cycle of seasons of winter and summer. In other words, he is a personification of the astronomical calendar. As such, his two sons Baldr and Hodr are the annual hours of daylight and of nightdark, respectively, relating to solstices and equinoxes. A calendar. Because he is the ways that the sky moves, he is understood as an invisible commander of armies, and as a leader who organizes the community of the visible features of the sky.

This inspiring the behavior of others, is what connects his aspect as a literal feature of the sky and his social role that inspires others. Odin is a surprisingly unimportant sky spirit in Norway. Thor, Frey, Njord, and Ullr are the important sky spirits, associating with the defense, farming, fishing, and hunting, respectively. Nevertheless, for the Norwegians, Odin is a kind of Norse equivalent of a "muse", a spirit of inspiration. The Norwegians credit Odin with giving good strategic and tactical ideas to leaders, mental focus to shamans, and of course, excellent song lyrics to Skalds. Even his name "Odin", meaning "the fury", refers to inspiring an animalistic savagery to Berserkers who are a kind of shamanic warrior.

For D&D, Odin is the actual sky, and that sense seems to have virtually unlimited hit points, just like sticking a sword in the ground wont actually hurt the land to any significant degree. However, like all features of nature, including humans, these features can project their mind out of body, as a kind of mental avatar. When then sky projects itself in a human form, this avatar of Odin becomes human in every sense, and bleeds like a human. His avatar is not immortal and depends on a magic item, the Gold Apples, to remain eternally youthful. All of the Aesir are mortals, in this way.

So for D&D, it seems approprite according to the original Norwegian shamanic animistic culture, to give Odin stats like any other human character. Even tho Odin is a mortal human, I would still want to make him an epic level human. He has been around for a long time, and has leveled up. Because D&D 5e currently lacks epic levels, I would make Odin a level 20 Bard. Perhaps specifically, Odin is a Lore Bard, who focuses on acquiring knowledge and inspiring others. His Intelligence (knowledge), Wisdom (perception and will), and Charisma (influence), are all at least 20. He isnt especially "pleasant" or "likeable", but he is extremely influential and good at magic, more like a grudgingly admired leader.

Anything that Odin can do, the Bard class can do too. The Norwegians understand that there are different kinds of magic, and Odin can do all of them: The most important magic is the ability to foresee the future. Odin can change the future, but views his own death in Ragnarok as inevitable in the larger scheme of things while trying to prolong his own life as long as possible. He takes comfort in the fact that his sons Baldr and Hodr can and will survive death (and thus as sky spirits they restore the annual cycle of daylight hours and nightdark hours). There is also the magic of telepathic mind manipulation. Also sending ones mind out of body to remote locations as a kind of clairvoyance. Taking on animal forms. There is healing magic and defensive magic, that warriors often practice, and Odin is especially good at these. Odin appears to be able to resurrect himself and to be responsible for the resurrection of his son Baldr by whispering into the ear of his corpse. Odin can handle himself in melee combat, but is more likely to "lead from the behind", while organizing and inspiring other warriors and shamans to fight for him while he strategizes. Ultimately, Odin is about INSPIRATION above all else. The D&D Bard does all of these things well!

Note, Odin feels creepy to Norwegians. Where Thor is reliable and protects human communities from dangerous aspects of nature, Odin is treacherous and always with a hidden agenda. He can betray warriors on the battlefield, inspiring confidence then getting them killed so he can take them with him to the clouds of the sky. Also, Odin can "inspire" insanity. Odin is ethically ambiguous, and is just as likely to manipulate the helpful order, such as his son Thor, as well the destructive chaos, such as Loki who Odin adopted into the clan of the Aesir as his own brother by means of an oath (sometimes understood as a blood brother, a custom of exchanging blood while shaking cut hands, while swearing to become each others siblings). Odin comes across as complex and ambivalent, and associates with both the light and the darkness, via his two sons Baldr and Hodr. When a human comes across the avatar of this feature of the sky, it is no accident, and it rarely works out well in the long run for that human. Even so, the skalds appreciate the songs that he occasionally inspires as their muse.

Regarding D&D, this animistic view of Odin has nothing to do with the "celestial" Great Wheel in the Astral Plane. Odin is very much part of the Material Plane, as part of the incorporeal mental influences that telepathically pervade the Material Plane. Possibly, if the Feywild is interpreted to be these mental influences of material creatures, it seems possible to make Odin and all the Aesir kinds of archfey, who have their own fey court. If so, the Feywild Plane closely overlaps the Material Plane, and fey creatures can see and live among material creatures going about their daily activities within the Material Plane. The difference between the Feywild and the Ethereal is, the Ether is an element, the fifth element, and is a physical force (albeit often subtle, like gravity). By contrast, the Feywild is made out of thoughts, and is an aspect of mind. It might help to think of a "Shallow Feywild" right at the "veil" that can see daily events of the material world normally, versus a "Deep Feywild" that drifts away from the material world and can get lost in the mindscapes of dreams, stories, and alternative future fates. And there can be areas in between Shallow and Deep, a bit away from the veil, where the view of the material world distorts and exaggerates.

Fey creatures are mental constructs, forms made out of thoughts. These virtual bodies live sidebyside with the material bodies of humans and others. Normally, a fey creature is the mind of a specific natural feature, such as a cliff or a river, projecting outward. Likewise, treat the mind of a human projecting outward as a fey creature. Sometimes humans who are freaming or between wake and sleep can cross the veil unintentionally, able to interact normally with fey creatures, and walk around out of body while seeing ones material body sleeping. Similar to how force effects interact with both the Material Plane and the Ethereal Plane simultaneously, likewise mental effects can affect both the Material Plane and the Feywild Plane simultaneously. Psychic humans can sense and even see from the Material any creatures exising in the Feywild nearby. Psionic effects interact across the veil in both directions.

D&D currently lacks a specific way to explain how the out of body mind can manifest into a physical form. But for now, treat a physicalization of an out of body mind as a "conjuration", like a summoning spell, whose stats are identical to the character or creature. If the conjuration reaches zero hit points, the mind automatically returns back to the body, but then the body now has zero hit points, is dying, and must make death saves.

The Norse shamans never use musical instruments − not even drums that the Finnr shamans do use − and rely only on Voice, whether spoken or sung. For now, treat all spells as having no spell components, but using Voice to gain the proficiency bonus.

@Gvarayi Wish this was 1st in google search results.

I wouldn't build Odin as a character. If you don't want to use him as the deity presented in the books I'd portray him more or less as a warlock patron.