Eh, I don't think it's massively different between either. They're about similar levels -- nothing amazing, just respectable amount of fun to sink some time into.
Things I feel Valhalla did better:
- Level design: the areas are very well made, really. Raids are easy to find, traversing isn't difficult etc;
- Combat: whilst nothing amazing, is a bit better than Odyssey;
- Side quests are no longer fetch quests and instead are in the sort of Red Dead 2 mould where they are sort of 'world events' - quick little interactions that arise when you're in a certain vicinity.
Things I feel Valhalla did worse/Odyssey was better in:
- Main plotline: I've said something on this page already above, won't go into more details as it would involve spoilers;
- Eivor as an MC: I feel he's a bit too stiff. I get it, he's a Viking who just wants to see Valhalla at some point, but he really lacks the charisma of Alexios or general likability that Bayek had.
- Issues with gear: I think Odyssey maybe had too much loot, but I think Valhalla has too few. You genuinely have to go out of your way to find good gear through exploration (which some love, don't get me wrong), but for pretty much most of the plot, the game doesn't actually feed you any new weapons or armour to use.
- General setting: This one is definitely the most subjective, but I just find the backdrop of Greece so much prettier and immersive than England/Norway was. Can't really beat them much on this, it's not like you can give England the mountainous, Mediterranean look of ancient Greece.