It was forged by four dwarves, and, in order to obtain it, she was obliged to spend a night with each of them in turn. Alternatively, King Alberich gave it to her.
The necklace was stolen by Loki.
The necklace is referenced in the Anglo-Saxon epic, Beowulf, as Brosingamen, wherein the jewel is brought back to "the shining citadel" (presumably Asgard) by Hama, who may well be consonant with the Norse god, Heimdall.
Alan Garner wrote a children's fantasy novel called The Weirdstone of Brisingamen about an enchanted teardrop pendant necklace.