Hodir's Sigil and its Heroic mode equivalent are a portion of the third step in the Algalon the Observer attunement quest chain. Completing this quest requires the defeat of Hodir in his Hard mode: Defeating him before he destroys the Rare Cache of Winter.
For more information on obtaining Hodir's Sigil, consult the Archivum Console.
Hodir's Sigil won't be easy to obtain. Not only are ye going to have to defeat Hodir himself, but yer going to have to do it before he destroys the chest that contains it!
Check the Archivum console if you need more information. That thing contains more knowledge than all of the world's libraries put together!