Thor would be the most likely. Since Thor has a connection to Norse mythology already, he would be familiar with Sleipnir. He might see Sleipnir as a symbol of his home realm and would quickly bond with it. They could communicate in a way that the other Avengers can't, sharing stories of Asgard and the great battles there.
One possible plot could be that Sleipnir, the eight - legged horse from Norse mythology, somehow ends up in the Marvel universe. The Avengers initially mistake it for a threat. But then they discover that Sleipnir is being chased by some dark Norse entities. The Avengers decide to protect Sleipnir and in the process, they learn about Norse magic and mythology, and how it can be both a help and a hindrance in their own universe.
One possible plot could be that the Avengers are on a mission in a realm where they accidentally stumble upon Sleipnir. They initially mistake it for a threat but then realize it has its own intelligence and might be an ally. Maybe Sleipnir can help them travel through different dimensions to stop a greater evil that is spreading across the multiverse.
Thor could be the main character. Since he has a connection to Norse mythology and Sleipnir is from that realm. He would be the one most likely to understand Sleipnir and communicate with it.
Another possibility is Heimdall. As the all - seeing guardian of the Bifrost, he would be aware of Odin's situation from the start. He could be the one trying to piece together what happened to Odin and prevent any disasters that might occur as a result of Odin's wipe. His unique abilities and loyalty to Asgard would make him a strong candidate for the main character.
The story of Odin is ancient. It emerged in Norse culture a long time ago and has been shared and adapted for ages. We can't put an exact number on its age, but it's been around for a significant period.
Odin's fate varies in comics. Sometimes he meets his end, but comic universes are known for their fluidity and the possibility of resurrection or alternate timelines. So, the answer depends on which specific comic you're referring to.