The Mjollin'er is the weapon used by the Valkyrie. This weapon can be thrown, and will bounce off walls and cause explosions on contact. If used right, this can be one of the best melee weapons in the game. If you just try hitting a zombie with it (not throwing) it will most likely be a 1 hit kill, or otherwise a 2 hit kill. If someone who isn't the Valkyrie tries to pick it up, it will say ''NOT WORTHY'' and they will instantly drop the weapon.
The Valkyrie will sometimes throw the Mjollin'er while you are walking through a door, which might cause her to lose the weapon. An easy way to prevent this is to make sure she's still holding it, as she will prefer it over other weapons (excluding some firearms).