> Has anyone heard of something called "skin walking?" I've only
> read about it once on a website that I can't seem to find now, and even
> then, the info about it was obscure other than it was something Odin did to
> travel in the form of another animal.
If you mean shape shifting it's common in the lore.
At the building of the walls of Asgard Loki appeared as a mare. Not his usual form.
In the story of Suttung and the mead Odin turns into a one eyed snake. How's that for phallic symbolism. Being All Father it's not as far off from his usual form as kids might think.
In other stories he borrows Freya's falcon coat and appears as a falcon. He also turns into a salmon. Or is that his catches a dwarf shifted into a salmon.
The Valkyrie in the song of Volund comes to Midgard in a swan coat. Volund catches her with her coat off.
Plus there are stories of ulfhednar (werewolves), berserkers (were-bears) and troops fighting in boar formation (maybe not were-pigs).
Faring forth in other forms as a mystical vision is something occasionally done by humans doing seidhr. Much less organized than happens in the lore.
Moving into the folklore there's all sorts of shape changing with various degrees of symbolic through literal.