What does Heðna, or hedna mean?
There is something I hear all the time when I listen to spoken icelandic and it's a word that sounds to me like "heðna" or something, I guess it's some kind of filler word, anyone have a clue?

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Answer

it could be hérna with means here and it is very common in icelandic.

for example:

hérna er maturinn  - here is the food 
komdu hérna - come here

(we sometimes say it when we are thinking, before we are asking question)

Answer

well I am just learning too but here are my two guesses.
"héðan" an adverb meaning "from here"
"hérna" an adverb meaning "here" which is commonly used as a filler word.
while both words are quite frequent hérna certainly appears more often so it is probably that one.