Answer:
Vikings use this for warmth.
I have four legs but no tail. Usually I am heard only at night.
It is a part of us, and then replaced. It escapes out bodies, to a better place. The world becomes its sizeable home. Its passions unrestraint, the planet it roams.
Often held but never touched. Always wet but never rusts. Often bits but seldom bit. To use it well you must have wit.
My thunder comes before the lightning. My lightning comes before the clouds. My rain dries all the land it touches.
You use it between your head and your toes, the more it works the thinner it grows.
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What am I?