Actually, you can get to the Odyssey via a pedestrian bridge over the Lagan river which is right at the bottom of the High Street (and they are redeveloping that whole area so it's becoming more visitor friendly). If you walk to the Albert Clock (sort of like Belfast's leaning tower), then it's just a short walk past that (past McHugh's pub) to the bridge where the big fish is. Cross the bridge and head to the Odyssey, there are a number restaurants in it - go there only for a drink really, the restaurants are hit and miss - oddly the best views are to be had from the movie theater, which is kind of a shame, they should have had at least one eating/drinking area that had those views from its windows! At any rate it is not a long walk and depending on the time and the weather, it can be a very nice walk alongside the river with its views. You may even see a seal swimming past.
However the Odyssey itself is probably over-rated, unless you've a movie or show to go to, it's just a nice walk (IMO), altho as part of the 'new Belfast' it is worth a mention. Depending on what you are interested in seeing, there is a lot for you to do.