SON OF BALDUR AND NANNA
Snorri Storluson tells us that Forseti is the son of Baldur and Nanna in Glyfaginning 32 of the Prose Edda. See, e.g., Glyfaginning, available at http://www.snerpa.is/net/snorri/gylf.htm:
Forseti heitir sonur Baldurs og Nönnu Nepsdóttur...
Forseti is the name of the son of Baldr and Nanna daughter of Nep...
(Brodeur translation of Glyfaginning 32. See, e.g., The Prose Edda by Snorri Sturluson: Translated from the Icelandic with an Introduction by Arthur Gilchrist Brodeur, Ph.D. (1916), available at http://www.sacred-texts.com/neu/pre/pre04.htm.)
Likewise, Skáldskaparmal 5 names Baldr as the "Father of Forseti." See, e.g., Skáldskaparmal: The Poetry of Skalds, available at http://www.sacred-texts.com/neu/pre/pre05.htm.
Forseti heitir sonur Baldurs og Nönnu Nepsdóttur...
Forseti is the name of the son of Baldr and Nanna daughter of Nep...
(Brodeur translation of Glyfaginning 32. See, e.g., The Prose Edda by Snorri Sturluson: Translated from the Icelandic with an Introduction by Arthur Gilchrist Brodeur, Ph.D. (1916), available at http://www.sacred-texts.com/neu/pre/pre04.htm.)
Likewise, Skáldskaparmal 5 names Baldr as the "Father of Forseti." See, e.g., Skáldskaparmal: The Poetry of Skalds, available at http://www.sacred-texts.com/neu/pre/pre05.htm.