Hermod is a Persona in the series.
Hermod (Old Norse: Hermóðr) is the messenger of the gods in Norse mythology, son of Odin and Frigg, and brother of Baldur. Hermod volunteered to travel to Hel and plead to Hel herself for Baldur's return. He saw Balder and he begged Hel to release him, because Baldur was loved by all so no-one could miss him. Hel was skeptical and agreed to release Balder on the condition that everything, dead or alive, should weep for Baldur. If only one thing should not cry, then she would keep Balder in the realm of the dead. Hermod returned to the land of the living and told the gods what Hel's terms were. After hearing the terms, every single being started to cry, except for one giantess, who reportedly said "Let Hel keep what she has! The son of Odin is no use to me." Therefore leaving Balder in Hel till Ragnarok.
Persona -trinity soul-
Megami Ibunroku Persona