While it is stated that Viking men would go to Valhalla, Folkvangr or Hel, it is never really said anywhere that I could find where women go when they die. Is there a female Valhalla? Do women just go to Valhalla anyway? Did they become Valkyries? How does it work?
While it is stated that Viking men would go to Valhalla,
It really isn't.
As this answer by /u/Steelcan909 explains in more detail, we know nothing genuine about actual Early Medieval Scandinavian beliefs, theology or dogma whatsoever. None of our sources were recorded by contemporary Scandinavians and none of the archaeology illustrates actual beliefs.