Heimdall was known as the White As ("As" is singular for Aesir). Heimdall was the son of the Nine Waves (nine giantesses, who were sisters; this mean that Heimdall had nine mothers). The Nine Waves were the nine daughters of Aegir.

Heimdall was also known as Rig, creator of mankind or the human society. He was known also by two other names – Hallinskidi and Gullintanni.

Heimdall was the warder of the entrance to Asgard: the rainbow bridge called Bifröst (Bifrost or Bilrost). He dwelled in his hall Himinbjörg (Himinbiorg – "Cliff of the Hills" or "Heavenly Fall"), at the edge of Asgard, near Bifröst.

Heimdall had super-sharp eyesight and hearing. He was the never-sleeping watchman, whose duties to prevent giants from entering Asgard. His sword was called Heimdall's Head (Hofund). He also watched and possessed the horn called Gjallahorn. When Heimdall blows Gjallahorn, it would to signify and warn the other gods of the coming of Ragnarök (Ragnarok).

When Loki stolen the Brísingamen from Freyja, it was Heimdall who recovered the necklace for the goddess.

Like Odin, Heimdall also drank from the Mimir's well. Heimdall gave up one of his ears.

In the final confrontation between the gods and the evil giants, riding his horse Gulltopp and armed with his sword Hofund, Heimdall and Loki would kill one another in the fighting.

From: here
Heimdall has been shown as having wisdom, being described as 'kind of counsel' in poetry and has provided sage advice to the other gods in the Lay of Thrym, regarding the recovery of Thor's hammer Mjollnir from the Frost Giants. Here too he is credited with the ability to read the future.

As Rig (or Rigr) he becomes the father of mankind, creating the three classes: slave, farmer and warrior. He then teaches his warrior son Jarl the rune wisdom, appearing equal to Odin in this respect.

Heimdall and Loki are mortal enemies, appearing equally matched on the occasions they have clashed. Some equate Heimdall with the Indian fire god Agni and as such he could be seen as an 'anti-Loki' with similar powers to those of the trickster.

Names
Heimdall or Heimdallr, is itself a nickname, his actual name being lost, probably with the Heimdalargaldr saga. Other names he is known by include.

Hallinskidi {Ram}
Vindhler {Protector from the wind}
Gullintanni {Golden Teeth}
Rig / Rigr {King}
White god
Guardian of the gods
Watchman of the gods

Attributes
Imposing of appearance and stature, with obvious physical and mental strength and endurance.

Heimdall is the watchmen of the gods at Bifrost, the bridge that links Asgard and Midgard. He will sound the Gjallarhorn to call the gods to Ragnarok when the Frost Giants attack. To fullfill this task he is ever vigilant needing ' less sleep than a bird', with keen senses he 'can see a hundred leagues by day or night' and 'hear grass growing and the wool growing on the backs of sheep and anything louder than that'.

(...)

Symbolism
Guardianship
Watchfulness
Thoughtfulness
Quiet power and strength

Sacred Animals
Gulltoppr {Golden Topped / Golden Mane} - his horse
Ram - Heimdall has been linked to the ram, one of his names Hallinskidi translates as ram

From: here (There's more info on the site, too)
Heimdall is the god of light, the son of nine mothers (variously given as the daughters of Geirrendour the Giant or of Aegir). He was born at the end of the world and raised by the force of the earth, seawater and the blood of a boar. Because of his shining, golden teeth he is also called Gullintani ("gold tooth"). His hall is Himinbjorg, The Cliffs of Heaven, and his horse is Gulltop. Heimdall carries the horn Gjallar.

He is the watchman of the gods and guards Bifrost, the only entrance to Asgard, the realm of the gods. It is Heimdall's duty to prevent the giants from forcing their way into Asgard. He requires less sleep than a bird and can see a hundred miles around him, by night as well as by day. His hearing is so accurate that no sound escapes him: he can even hear the grass grow or the wool on a sheep's back. At the final conflict of Ragnarok he will kill his age-old enemy, the evil god Loki, but will die himself from his wounds.

As the god Rig ("ruler"), Heimdall created the three races of mankind: the serfs, the peasants, and the warriors. It is interesting to note why Heimdall fathered them, and not Odin as might be expected. Furthermore, Heimdall is in many attributes identical with Tyr.

From: here
In Norse mythology, Heimdallr is a god who possesses the resounding horn Gjallarhorn, owns the golden-maned horse Gulltoppr, has gold teeth, and is the son of Nine Mothers. Heimdallr is attested as possessing foreknowledge, keen eyesight and hearing, is described as "the whitest of the gods", and keeps watch for the onset of Ragnarök while drinking fine mead in his dwelling Himinbjörg, located where the burning rainbow bridge Bifröst meets heaven. Heimdallr is said to be the originator of social classes among mankind, once regained Freyja's treasured possession Brísingamen while doing battle in the shape of a seal with Loki, and Heimdallr and Loki are foretold to kill one another during the events of Ragnarök. Heimdallr is additionally referred to as Hallinskiði, Gullintanni, and Vindlér or Vindhlér.

Heimdallr is attested in the Poetic Edda, compiled in the 13th century from earlier traditional material; in the Prose Edda and Heimskringla, both written in the 13th century by Snorri Sturluson; and in the poetry of skalds. Two lines of an otherwise lost poem about the god, Heimdalargaldr, survive. Due to the problematic and enigmatic nature of these attestations, scholars have produced various theories about the nature of the god, including his apparent relation to rams, that he may be a personification of or connected to the world tree Yggdrasil, and potential Indo-European cognates.

From: Wiki (see article for more info!)

Also see:
Short article
Heimdal
Myths of the Norsemen: XIII: Heimdall
Hama/Heimdall
Devotial hymn to him, written by Hearthstone
Poems and hymns to him
Heimdall

Thread: Heimdall as a patron - any experiences, thoughts?