You gain Valhalla Coins each time you complete a new Season 3 stage. When you complete the stage the first time on normal, you get 3 Valhalla Coins. You can gain an additional 5 Valhalla Coins for completing the stage on hard, for a total of 8 Valhalla Coins per stage. The number of coins you have earned is displayed on the map.
Completing all of Season 3 on normal difficulty awards 300 Valhalla Coins. Completing all of Season 3 on hard difficulty (probably) awards another 500 Valhalla Coins.
As of v28 (March 2020) Valhalla Coins can also be obtained from wanted missions and Rare Titan Battles. Therefore possible sources are: