Thor rides in a chariot pulled by two great goats named Tanngnjóstr (Old Norse “teeth-barer, snarler”) and Tanngrisnir (Old Norse “teeth grinder”). Each night Thor slaughters the goats and the Gods and Goddesses feast on their meat. The next morning He resurrects them by the power of Mjölnir, His hammer.
One day Thor and Loki were riding through Miðgarðr (the earth … the world of humans) in Thor’s chariot. It was almost dark so they decided to stop and take shelter for the night. They came to the home of a peasant farmer who had a wife, a son named Þjálfi and a daughter named Röskva. As was the custom among the Northern folk who followed “The Tradition” the poor farmer offered lodging for the travelers and would have offered what little food they had. But Thor slaughtered his goats and Loki cooked them and the Holy Pair offered the meat to the family. Thor piled the goat skins on the opposite side of the fire and instructed the family (since Loki was aware of the requirement) to toss the bones into the skins. Can you imagine how delighted that poor family must have been to share a feast with the two Gods?! As they prepared to sleep Þjálfi thought he’d have a small bedtime snack. He reached into one of the skins and pulled out a hock, cut it open with his knife and enjoyed sucking the marrow out.
The next morning after everyone was awake Thor resurrected the goats but noticed that one was lame in the foot. Right away He knew someone from the family had broken the bone and he was furious. The farmer almost fell to the ground when he saw the anger in Thor’s face. Thor clenched his hands on the shaft of the hammer so that the knuckles went white, and the peasant and his family began crying and begging for mercy and promising to atone with all their possessions.
Thor realized the family didn’t know better and felt bad that he had frightened them so. But according to their customs of honor the farmer and his wife knew they would have to make an appropriate sacrifice. They offered Þjálfi and Röskva as servants and Thor accepted them. Þjálfi and Röskva have been with Thor ever since.
Story taken from Chapter 44 of Prose Edda, Gylfaginning