The Heir Reluctant by Chris Northern

Awakening in a cheap hotel room, Odin has no memory of his past life. His only clue, someone else's wallet among his discarded clothing. Determined to discover his own identity, he is forced into a journey to a dying world where he must face an old enemy.

I am the heir to a magical kingdom.

In a world where she is all but invisible, Syn is found and adopted by people who can see her when other cannot. People who reveal a startling truth about themselves, and her. They are not human, but fey, and Syn is the heir to a magical kingdom. She cannot resist the lure of that dream, and travels with them to recover her birthright, and save a world.

In Nifflheim, a world slowly crushed by encroaching glaciers, a world of ice and giants, both Odin and Syn are pursued by fey powers intent on using them for their own ends as the world slowly dies around them.