In Norse mythology, Bifrost was a bridge that linked Asgard to what?

Bifrost is the rainbow bridge that connects Asgard, the world of the Aesir tribe of gods, with Midgard, the world of humanity (Earth). Bifrost is guarded by the ever-vigilant god Heimdall. During Ragnarok, the giants will breach Heimdall’s defenses and cross the bridge to storm Asgard and slay the gods.

The original form of the name seems to be Bilröst, which suggests a meaning along the lines of “the fleetingly glimpsed rainbow.” If Bifröst is correct, however, the meaning would be something akin to “the shaking or trembling rainbow.” In either case, the word points to the ephemeral and fragile nature of the bridge – just like the nature of a physical rainbow.

The bridge is mentioned in the 'Prose Edda' books 'Gylfaginning' and 'Skáldskaparmál', where it is referred to as Bifröst. In chapter 13 of 'Gylfaginning', Gangleri (King Gylfi in disguise) asks the enthroned figure of High what way exists between heaven and earth. Laughing, High replies that the question isn't an intelligent one, and goes on to explain that the gods built a bridge from heaven and earth. He incredulously asks Gangleri if he has not heard the story before. High says that Gangleri must have seen it, and notes that Gangleri may call it a rainbow. High says that the bridge consists of three colors, has great strength, "and is built with art and skill to a greater extent than other constructions".