Vanaheim, as its name implies, is one of the nine worlds that surrounds Yggdrasil, the world tree. Little is really known about Vanaheim or its location, so right up front I urge you to take a shamanic journey with the intention of discovering it. Vanaheim is the home of the Vanir, one of the other groups of Old Norse diety. This group of goddesses and gods is more associated, than any other, with fertility and nature . . . the reason why I love Vanaheim.
I suggest, if you want to find Vanaheim, that you head West from Asgard. One of the poems in the Poetic Edda, states that the Vanir god Njord went eastward when he went to Asgard as a hostage at the conclusion of the Aesir-Vanir War. Presumably, then, to get from Asgard to Vanaheim one would travel West from Asgard.
Both Asgard and Midgard contain the suffix "gard" which would seem to imply that they are fenced in (see my last blog post). All of the other worlds in Norse cosmology end in the the -heim suffix which means "home". This, to me at least, indicates that these other worlds are not fenced in, not surrounded by walls or build like a fortress. Thus I like to think of Vanaheim as a place in nature.
Vanaheim is the home of the Vanir. Unfortunately very little is known about them . . . another good reason to visit them. Some late Norse literary sources portray them as being among the most widely and passionately venerated of the pre-Christian Norse deities and a group that is somehow different from the Aesir.
I'm Dr. Dave, a modern druid. I lived and worked in Bolivia and Peru for over six years, where I and was trained by Andean Shamans, and today practice modern druidism and contemporary shamanism.