Avengers: Infinity War has released all six Infinity Stones.
The Infinity Stones were brought into play at the end of Thor when Nick Fury showed Erik Selvig the Tesseract, a.k.a. the Space Stone.
We have seen that Odin is a ruthless conqueror. Odin along with his daughter Hela rampaged across the universe, subjugating realm after realm. He imprisoned his daughter and became a benevolent ruler who only warred as a last result.
During his conquest, Odin sought out the Infinity Stones himself. He sacrificed his wife for the Soul Stone. Also, he remorse over the act and the connection to the souls of the universe granted to him by the stone caused him to change to a protector rather than a conqueror.
In the past, Odin wanted to conquer the realms. Now he became the most powerful being in the universe by possessing the Infinity Stones, and the Odinforce would make that task trivial for him.
It seems that the Asgardians know about the stones’ past. Bor, Odin’s father, hide the Reality Stone (aka the Aether) and the Space Stone (aka the Tesseract) was concealed on Earth by Odin himself.
Sif and Volstagg give the Reality Stone to The Collector in Thor: The Dark World’s mid-credits scene, observing that “It’s not wise to keep two Infinity Stones so close together.” They know that it is impossible to keep them together.
Bor, Odin’s father, finds and hid the Reality Stone. We can say that Asgardians themselves hid the stone on earth. The Reality Stone is effectively in possession of Odin already because he makes many efforts in finding it.