Heimdall is a bit of an enigma, he is referred to as both an Aesir and a Vanir, and although his father is not noted (no- I don't believe he is Odin's son!) he is said to have been born of nine mothers. I have a sense that Heimdall is an old, important, and primal deity - that his true origins have been lost to us.
Heimdall's rune poem refers to hail as the "coldest of grains", and Heimdall has a long standing enmity with Loki- a God very linked with change, chaos and fire. For me both Gods are connected with change and transformation, both hold the energy of "primal change" - but in opposing ways. Heimdall is change and transformation in a structured way, he is focused, vigilant, supporting us in making changes from within a system. If he was a Tarot card he would be the Tower- yes the destruction is scary (change often is) but the foundation is left in place to allow something new to be built. Loki would destroy the Tower, foundation and all- often with not really being aware of why - probably simply to see what would happen.
The link between Odin and Heimdall is also a strong one. Odin sacrificed his eye to Mimir's well for the gift of wisdom, and the stories suggest that Heimdall sacrificed his hearing (presumably an ear) to receive his gift of extraordinary hearing.
A powerful way to connect with the energy of Heimdall is to be more present, watchful, vigilant. It's so easy in life to zone out, get in lost in our own thoughts, music, day dreams. Try going for a walk in nature and mindfully being fully present- especially to the sounds around you. Instead of zoning out and losing yourself (very Loki) try to zone in, be fully connected to your surroundings.
I have to be honest and say Heimdall is not a deity I love working with- I'm very comfortable with the chaos of Loki. But I am embracing Heimdall's energy this month, trying to bring more order into my chaotic life, aiming to be a little more mindfully present.