The story is known only through Hávamál, a piece of poetry from the poetic Edda, in which it takes up two stanzas. The relevant here is stanza 138:
Veit ek, at ek hekk
vindga meiði á
nætr allar níu,
ok gefinn Óðni,
sjalfr sjalfum mér,
á þeim meiði,
er manngi veit
hvers af rótum renn.
On the subject of definition.
Religion deals with the establishment of certain ideas that prove the existence of superhuman powers in the form of God or Gods.
It educates the individual with the customs and manners of a particular community or society based on the acceptance of some important faiths and beliefs. Religion is developed and propounded by ...
Oxford dictionaries provides us with the following definition:
In structuralist anthropology and literary criticism:
each of a set of fundamental generic units of narrative structure (typically involving a relationship between a character, an event, and a theme) from which myths are thought to be constructed.
It is, in effect, a common ground between ...
Not sure if this is what you're looking for, but it looked promising.
"Odinn and His Cosmic Cross" (pdf)
The term used is sjalsforn (self-sacrifice). "...sjálfsfórn contains metaphysical concepts found in religions across the globe..."
"This work will broaden the discussion ...
This falls under the the general field of Hermeneutics.
Hermeneutics is the theory and methodology of interpretation, especially the interpretation of biblical texts, wisdom literature, and philosophical texts.
This can be applied to any text, and even into non-textual forms (visual media, such as movies.)
Essentially, it's the idea that content can ...
Those are quite proximate terms: Mythology, folktales, legends, fairytales.
Mythology is a sacred text about the creation of the world, usually by a god/God, the creation or not of subsequent generation of gods, and the creation of the human race (insert any random accident here). Common examples are: The Holy Bible, Hesiod's Theogony, The ...