A bowman and a skier
Snorri introduces Ullr in the Gylfaginning by listing what he can do. He is a son of Sif and therefore a stepson of Thor, and his skills are the skills of winter and the hunt:
One is called Ullr, son of Sif, step-son of Thor; he is so excellent a bowman, and so swift on snowshoes, that none may contend with him. He is also fair of aspect and has the accomplishments of a warrior; it is well to call on him in single-combats. — Snorri Sturluson, Prose Edda: Gylfaginning 31, tr. A. G. Brodeur
The catalogue is brief. He is the best archer, the fastest skier, handsome, skilled in war. The final clause is the only hint of cult: it is well to call on him in single combats, which makes him a god men invoke before fighting alone. Snorri names no deed. The portrait is all attributes and no action, a god who exists in capacities rather than in any story the sources tell.
The hall called Ýdalir
The Grímnismál, in its catalogue of divine dwellings, gives Ullr a home:
Ýdalir heita, þar er Ullr hefir sér of görva sali
“Ydalir it is called, where Ullr hath raised him a hall” — Grímnismál 5, tr. H. A. Bellows
The name means Yew-dales: the tree that makes the bow. A hall built in the yew-dales suits a bowman, and the detail deepens the picture Snorri gives — a hunter’s god, housed among the trees that arm him. But the stanza adds nothing to the story. Ullr builds a hall, and the hall is named for the bow. The god who excels at archery and skiing, who is called on in single combat, remains a figure of description rather than narrative.
Sif names him in her children, and Magni calls him a sibling. He is the stepson Thor gained by marrying Sif, and beyond that the sources say only what he can do.