How does this deity relate to other gods and other pantheons?
I believe Odin would mesh rather well. We have the Romans comparing him to Mercury, so those two could possibly do well together. Then there is the similarities between Odin and Lugus as well. I think any deity dealing with wisdom and magic could be on decent terms with the Allfather and vice versa. He could also work alongside the deities of war without an issue. Other than that I believe he could move amongst them with little problem, being a voice of wisdom in needed times. He seems more like the type just to wander and pop in when he decides to.
How does this deity stand in terms of gender and sexuality? (historical and/or UPG)
I mentioned this in a previous post, but the majority of people seem to pin Odin as being very misogynistic and he-manish. Very much a man's man. Me? When it comes to gender and sexuality I think Odin is very much relaxed with it. While I haven't seen any note of him laying with another man, he seems to have little if no reaction to Loki saying he is less then a man because he was taught 'woman's magic'(by Frigg). Odin has probably reached a point that both subjects mean little to him until, perhaps, he feels the urge to lay with someone. Gender wise, who know who that could be with.