Odin is the Son of Celestia, because of this Odin is considered royalty.
However he doesn’t feel at home in the luxurious land of Canterlot.
This is mainly because of his talent; Odin is an alicorn, a god of the dead, however because he’s still young by Alicorn standards, he’s yet to fully tap into the power he can potentially gain.
While his magic is greater than that of a Unicorn, it is still not on par with the massive amount of energy that his mother and aunt have to allow them to move entire celestial bodies.

So why does his skill make alienate him from Canterlot society? Because he’s more familiar with the dead, he’s more at home in the cemetery because his job is to help the dead pass on to the next world, because of this he has a deeper connection with the spirits than he does with living ponies.
This ultimately means he’s more than a little anti-social, but not in a jerk kind of way, more in the sense that he doesn’t know how to behave around living ponies.

Of course being royalty means that Odin’s job could give him some negative press, and because of this Celestia was forced to make him considerably less visible in the eyes of the general public.

This only served to divide the relationship between Odin and his mother even more, and while Celestia would often insist he learn to accept responsibility for his title as Prince.
Odin steadfastly refuses because he believes that his purpose as the one who guides the dead to Elysium comes first, and will often argue his point.

While Odin’s greatest skill is his connection with the departed, Odin is also skilled in combat, being able to use his scythe to defend himself if he were to be attacked.

Odin, as an Alicorn, even though he’s not very social, has a tendency to look impressive when seen, because he is often seen accompanied by the ghosts that he talks to and help guide to the afterlife.

Ultimately we have a Prince who’s major flaw is his lack of social capability, not only does he not know how to be social around living ponies but he doesn’t seem to know how to get better at being social, and it would take the elements of Kindness, Generosity, Laughter, Honesty, Loyalty and abit of Magic to show him how to truly act.