Much of what is known of the Norse myths comes from the 10th century onwards. Until this time and, indeed, for centuries afterwards, Norse culture (particularly that of Iceland, where the myths were eventually transcribed) was an oral culture. In fact, in all Scandinavian countries well into the 13th century laws were memorized by officials known as "Lawspeakers" who recited them at the "Thing." The Thing was the legislative assembly in Scandinavia "held for judicial purposes".
One of the most famous of these Lawspeakers was the Icelander Snorri Sturluson, a masterful writer who wrote the Prose Edda in the 13th century. There are other sources for the Norse myths, namely the later "Poetic Edda", a collection of poems and prose work, and other sagas but the Snorri's Prose Edda is the most complete work whose attribution is known to modern scholars.
It is believed that Snorri, a Christian, recorded these pagan beliefs so as to preserve and explain the stylistic poetry of Iceland, particularly the popular descriptive devices known as kennings. A kenning is made up of a base word and a modifying word that is used to describe a separate object. For example, "Gold" had a great many kennings, one of which was "Sif's Hair". If, however, the memory of Loki cutting off Sif's hair and replacing it with gold were lost, then this kenning would make no sense to later generations. There are many of these allusions to the myths and it is thanks to them that the myths have survived.