Given the revelations found in Cold Days, events of the past (and the nature of some of the players) take on a far greater deal of clarity.

It seems pretty likely that Merlin (the original one) took a power-up and became Odin. WOJ is that the original Merlin "left" (but with no indication that he died). In Cold Days, we learn that Demonreach is known as "the Well", and it was created by the original Merlin. Interestingly, back in Turn Coat, when Harry unknowingly takes on the mantle of The Warden, we were given quite a lot of imagery of Harry losing an eye:

I doubled up, clutching my hands at the right side of my face, and felt my teeth grinding together. . . . I couldn't see out of my right eye"

I wasn’t sure how defiant you could look with a one-eyed stare, but I did my best, even as I prepared the blast that would burn the life from my body as I unleashed it.

Listens-to-Wind had cleaned my wounds and slapped several stitches onto my face, including a couple on my lower lip. He told me that I hadn’t lost the eye,

Once Harry takes on Wardenship of the Well, the idea is presented of him losing an eye. And who, rather infamously, carved out his eye at The Well? Odin the All-Father. In Cold Days, Odin appears intimately acquainted with Demonreach:

"Idiots,” he breathed. “Even if they could defeat the banefire . . .”
“Wait,” I said. “Banefire?
"The fail-safe,” Vadderung said. “The fire the island showed you.”
“Right. It’ll kill everything held there rather than let them escape, right?”
“It is the only way,” Vadderung said. “If anyone managed to set free the things in the Well . . .”
“Seems like it would be bad,” I said.
“Not bad,” Vadderung said. “The end.”
“Oh,” I said. “Good to know. The island didn’t mention that part.”
“The island cannot accept it as a possibility,” Vadderung said absently.

Vadderung is showing a pretty intimate knowledge of the Well here. He knows the nature of Demonreach's defenses. He knows what the Island itself would show its Warden. He knows what Demonreach would be incapable of "accepting" as a possibility"---Odin/Vadderung is capable of articulating the Island's particulars, and its thought process, in a way that I don't think makes any sense unless he at one point was the Warden. And perhaps most damningly, Mab refuses to set foot on Demonreach without Harry's permission,

Mab made a low, disgusted sound and turned to face me. “I have heeded your summons; yet I would not enter this domain unless specifically bidden. Have I your permission to do so?”

Yet Kringle certainly has no such compunction:

Footsteps came crunching up the hill, and I opened my eyes to see Kringle approaching. His red cloak and gleaming mail were stained with black ichor, the hilt of his sword was simply missing a chunk, as if it had been bitten away, and his mouth was set in a wide, pleased smile. “Dresden,” he said calmly.
“Kringle."

Kringle, unlike Mab, never bothers asking Harry's permission before stepping foot on Demonreach. Why is he so comfortable doing that, where Mab herself was not? Because Kringle/Odin once spent a great deal of time there, as the original Warden.

The mythological Odin was known as a practitioner of witchcraft, and is frequently depicted carrying a staff (and Harry saw Odin wielding a staff at Chichen Itza). Merlin was a shapeshifter, like Odin. Merlin was an adviser to King Arthur, who was known for fighting the Saxons, a group of people who originated, at least in part, in Scandinavia, homeland of the Norse gods. Ebenezer has the original Merlin's journals, and has presumably read the original Merlin's journals. If Merlin took a power-up and became Odin, then Ebenezer would be in the perfect position to know about it, and that would explain why Odin is a member of a secret organization spearheaded by Ebenezer.

Merlin, then, would likely have carved out his eye at the Well/Demonreach, thus becoming the Gatekeeper. (Not that Merlin is Rashid---just that the original Merlin once held the same job Rashid currently holds, and that's where the idea of Odin carving out his eye at the Well comes from.) From there, he takes a power-up and becomes Odin (and when worship of Odin dries up, he takes on the fae mantle of Santa Claus so that he can retain his power. He already has a good working relationship with the Winter Court, via his time as the Gatekeeper, which would explain one reason why he joined up with Winter.) That could explain why Rashid can sit on the Senior Council while simultaneously fulfilling the role of the Gatekeeper---precedent, in the form of the example of the original Merlin, is on his side. Hell, maybe Merlin was once the Winter Knight, and that's why Rashid is so confident that Harry can both 1) remain a White Council member while holding the WK mantle and 2) remain a Warden of the White Council while being the WK (as Rashid seems to think the Council owes Harry back pay).

The Norse pantheon held power in Scandanavia---a region of Earth associated with the cold. The Fomor, we're told, are supposedly related to the Jotun---whom Odin and the rest of the Aesir fought. In fact, given that the Fomor, who appear allied with the Outsiders, also supposedly interbred with the Fae way back when, it's entirely possible that the Fomor and the Jotunn---both associated with the cold and the darkness, Mab's domain---were actually two early attempts by the Outsiders to strike at the Winter Court. That could be why Odin, who became associated with the Winter Court, was known for fighting the Frost Giants: despite residing in a place associated with Mab's power, the Jotunn weren't allied with Mab or her agenda, just like the Fomor (it seems) aren't allied with Mab or her agenda (if they're allied with Outsiders, then they oppose her): the Jotun were simply an earlier attempt by the Outsiders to fight fire with fire---or rather, cold with cold---and the Fomor are the same thing, just in the modern day.

When Harry visits Odin's HQ in Oslo, he notes that the whole reception area looks like it's made of stainless steel. On Demonreach, in Turn Coat, Harry thinks to himself that the Gatekeeper's eye has been replaced with "something that looked like a stainless-steel ball bearing." Then in Cold Days, at the Outer Gates, Harry learns that Rashid's "eye" is really made from the same substance as the Outer Gates---and Rashid himself mentions that his "eye" is disguised when not at the Gates. Given that we discovered that Odin spends a portion of the year wearing a Fae mantle (Kringle), and given that the fae can't stand the touch of iron or anything containing iron (like steel), it would be quite bizarre for Odin's HQ to be lined with steel. Unless, of course, the point is that Odin's office and reception area are actually made of the same substance as the Outer Gates, and were simply disguised as stainless steel (just as Rashid's eye was also disguised as stainless steel). Odin's Midgard HQ would then be one large anti-Outsider stronghold, which would gel with the idea that Kringle is associated with winter.

And there's a somewhat decent chance that Harry, via Eb, descends from the original Merlin. If that's true, and if Merlin = Odin, then that would cast a different light on all of Harry's interactions with the All-Father. (And I doubt it's coincidental that Harry, who adores Star Wars with the light of a thousand suns, is interacting with a guy calling himself Vadderung. Vader = Father, and Darth Vader's name was the original hint as to Vader's relationship with Luke. The hint there, due to the Star Wars issue, would not just be pointing toward Odin's identity as the All-Father, but that Odin has a "fatherly" relationship to Harry---as Harry's great-great-great-whatever grandfather). In Cold Days, Harry and Vadderung discuss time travel:

I grunted. “So if I go back in time and kill my grandfather, what happens?”
“He beats you senseless, I suspect,” Vadderung said, his gaze direct.
Oh, man. Vadderung knew about Ebenezar.

Harry assumes Vadderung is talking about Ebenezer here. But if Vadderung is actually Harry's own great-great-whatever grandfather, then the implication here could be that the "grandfather" Vadderung is referring to is himself, not (well, not just) Eb, and Harry just doesn't understand what Vadderung is (obliquely) telling him.

And if Harry (and Eb) descend from Odin, then it's entirely possible that the bloodline curse of Changes might not actually have had Ebenezer as its ultimate target---Arianna might have hoped to target Odin himself. Harry assumed the main target was Eb because the Eebs pointed out Arianna's quarrel with "the wizard of the black stick" and Arianna herself told Harry "This was never about you." When Harry first met Odin, and Odin told him about Arianna's plans, not only did Odin help Harry free of charge, but Odin was quite pissed at the idea of what was about to happen. Given that it seems extremely likely that Arianna was infected with Nemesis, and given that Odin seems to be playing some form of role in the battle against the Outsiders/Nemesis, taking him out would logically be a part of the enemy's plans. It seems that the heart-ripping curse in Storm Front was meant as a dry run, practice for the "real deal" in Changes---Vadderung himself basically tells Harry this. But that would mean it couldn't have been originally intended as a response to Ortega's death at Casaverde, cause Eb hadn't done that yet. And it couldn't have been meant initially as a strike at the Senior Council, cause Eb wasn't even on the Senior Council during Storm Front.

(Whether or not it would have worked on Odin is another issue. Clearly this conspiracy isn't omnescient, and the very fact that they were experimenting on the efficacy of a bloodline curse in the first place would mean they didn't already have all of the relevant data. It's possible that Arianna, infected with Nemesis, wanted to take out Nemesis's nemesis, and saw a bloodline curse as a possible (but not guaranteed) way to accomplish this.)

Harry, in many way, seems to be echoing the original Merlin and (if I'm correct), Odin himself as well. Harry, like Merlin, is a caretaker of the Swords, the Warden of the Well, and the Grey Council (and/or the Paranet) could end up supplanting the White Council, which Merlin founded. Odin had his wolves Geri and Freki---Harry has his friends the werewolves. Odin has his flying spies, the ravens Hughin and Munin---Harry has his flying spies, Toot and Lacuna (and the rest of the pixies). Screwing around with time is Kringle's schtick (we saw this during the Wild Hunt in CD), and Lasciel's angelic symbol is an hourglass. Odin rides the 8-legged horse Sleipnir (a mythological predecessor to the original 8 reindeer that pull Santa's sleigh), and Harry is repeatedly associated with spiders, which of course have 8 legs (via Lasciel and Lash, via his obsession with Spiderman, etc.). Odin spoke to the severed head of Mimir (and gained knowledge that way), Harry does the same thing with Bob (talking skull = talking severed head). Children leave cookies out for Santa, and Harry has a food-based pixie religion popping up around him. Odin infamously hung from a tree for nine days (in exchange for knowledge about the nine worlds)---being crucified upon a tree was Lloyd Slate's punishment, and Harry seems headed for his own torture on a tree at some point. When Harry first sees the Monoc Securities logo, he mentions that it could represent an eye being cut out---or,

heck, it could have been overlaid Greek lettering, omega and iota on top of each other. Omega-iota. The last detail?

Given the likelihood that Lash is about to pull an Athena (with Harry playing the part of Athena's father, Zeus), the juxtaposition of Odin's "sign" with the idea of Greek lettering probably isn't a coincidence.

What I find interesting is the concept of Loki, especially given the nature of Harry's brother Thomas. There's an idea that Loki and Odin sort of originated as the same being/idea, but given the Odin/Merlin connections (especially given that one of the stories about Merlin has him being fathered by an incubus), I think Thomas might end up taking on at least some of Loki's characteristics, just as Harry takes on some of Odin's. Odin and Loki, though not the same species, are "blood-brothers" (in that they "mixed [their] blood together"), and Harry and Thomas are two brothers who are not the same species (one a human, the other a White Court vampire). Thomas, as a White Court vampire, has been repeatedly described as a chameleon---and Loki is known as a shapeshifter. (Hell, given the story about Merlin's father being an incubus, maybe Merlin pulled an Inari---he was fathered by an incubus, but avoided becoming an incubus himself because he lost his virginity to someone he loved.)

In fact, given that WOJ says Shagnasty will show up again, I think someone---and I lean toward Thomas---is going to eat him (and therefore, his power). White Court vampires feed on energy, and the idea of eating ghosts to grow more powerful is something we've seen again and again (in Dead Beat, in Ghost Story, etc.). That was what allowed Kemmler to grow so powerful, it's the whole secret behind the Darkhallow (and according to WOJ, what allowed the Erlking to become so powerful as well). In fact, the Darkhallow in Dead Beat involved a large number of specifically Native American spirits, and Jim might have stuck that tidbit in as foreshadowing. After all, what does Injun Joe call a naagloshi?

“You picked a good fight,” Listens-to-Wind said. “Not a very smart fight. But that old ghost is as close to pure evil as you’ll ever see. Good man always stands against that.”

Shagnasty is described as a "ghost". As Thomas pointed out in Cold Days, you are what you eat---Justine has even apparently been using that idea on him (if he's sad she brings him a happy person to feed on, for example). Madeline hints that she might actually have been able to feed on Harry's death curse:

"When he’s screaming my name he won’t be cursing anyone. And even if he tries it . . .” She shivered. “I’ll bet it will taste incredible.”

Which again emphasizes the idea that White Court vampires feed on energy. Which is a very long way of speculating if, perhaps, the whole point of having Thomas get taken by Shagnasty in Turn Coat was, from a plot perspective, meant to help prepare him to take on Shagnasty in the future (in Skin Game, perhaps?), and not just to kill him---but to eat him. You presumably can't have sex with a naagloshi (Bob mentions they're sexless), but Thomas learned to feed through non-sexual means (touch) during his hairdresser days. (Shagnasty is immortal, but immortals can die on Halloween. In fact, Bob specifically says that immortals eat bits of each other's energy on Halloween.) If a White Court vampire managed to eat a skinwalker, a shapeshifter, then it would stand to reason (since you are what you eat) that the WC vampire could then gain the ability to shapeshift. (Wizards can shapeshift as well, as we saw from Injun Joe, but as Thomas's magical skills are far less advanced, he'd probably need that extra power in order to shapeshift, while Harry could just use magic.) The naagloshi were explicitly described as the "messengers" of the Dine, and we saw Harry use Thomas a messenger in Dead Beat, the same book that introduced the idea of eating ghosts:

You'll leave it at the desk and ask the clerk to take it to them. Then clear out fast."
"Are they going to trust a note?" Thomas asked, skeptical.
"I told them to expect a messenger if I couldn't get there myself."

And Thomas has repeatedly been associated with physical transformation---in Small Favor he was glamoured to look like Harry (so he could lead the Summer hitters away), he was forcibly given a different face by the Stygian in Backup, and he's been pretending to be both gay and French (and dressing like a gay French stereotype) for a while.

For that matter, there could be hints in the Erlking/Kringle BFF relationship. Kringle is not associated with fire, but the Erlking is (the green fire Harry sees in the Erlking's hall). In a sense, Harry was originally associated with fire and Thomas with cold---Harry burned everything down and the Hunger was described as "cold"---but now Harry is associated with cold, which could mean Thomas will gain an association with fire (and Loki was known as a god of fire). The Erlking's dining hall is located in a giant cave, and Loki was imprisoned in a cave. The Erlking is associated with summer, and Thomas seemed to prefer hot places to cold (he's living in Chicago because of Harry). I think Fix is probably not long for this world, and it's possible that Thomas might end up as the Summer Knight---having the Summer and Winter Knights be brothers would doubtless appeal to the Fae's love of symmetry. We saw Fix use fire in Proven Guilty, and fire is heavily associated with Summer itself, so as Harry becomes associated with the cold, any Odin/Loki (and Kringle/Erlking) parallels could point toward Thomas becoming associated with the heat.