She was also his aunt.
Yes, somewhat problematic, it would seem...
How Wagnarian....Brunhilda the valkryre is one of Wotan’s daughters. He also begats the humans (Wolflinga) Sigmund and Siglinde. They have an incestuous relation resulting in the birth of Seigfried. Brunhilda is of course placed in a magical sleep on a rock surrounded by Fire until Seigfried who feels no fear awakens her. Aunt and nephew consumates their relationship.