They were incredibly subtle about who or what Odin really was. In fact, they never said it. Amongst the multitude of things we never got to see in the show were the scenes wherein Shiro Kanzaki walked up to some random person and presented him with the Odin deck. He did this three times. His first Odin was killed by Knight. His second by Knight and Ryuuki. The third... well, by himself. I've commented elsewhere that the less mentally stable a rider is, the more he is influenced by his companion beast. There was something quite different about Odin. Whoever became him, there was nothing left of them. That person was controlled by Kanzaki. His doll, as he described it and smirked when Ren asked.
Odin was created for perhaps more than one purpose. To safeguard Yui when needed. To kill whoever was still alive and thus bring all the power into Kanzaki's hands for the purpose of saving Yui's life.
Tsuyoshi Koyama is the name of the primary suit actor, and he is the voice actor for Odin. Jiro Okamoto was suit actor for Oja, Ryuga AND Odin!