Heimdall is the protector of Asgard. He has nine mothers, the wave daughters of Aegir and Rán. As Aegir is a powerful giant and Rán is a goddess, Heimdall has both divine blood and giant blood running through his veins.
Naturally, as a protector of Asgard, he could not leave it. Yet he had greatly enhanced vision, allowing him to spectate events taking place in other realms. His vision did not just allow him to see far ahead in a physical sense, as he had the power of foresight as well.
Heimdall wields the Gjallarhorn, a horn that has the power to alert all gods whenever Asgard would be under attack. He blows this horn during Ragnarok, signaling the arrival of the armies of giants. During the battle that follows, he and Loki will kill each other.