Rainbow
Lang shows a shot of a rainbow in the opening of the film. It is a symbol that we are entering a world that is more like a fairytale than the real world.
Splitting Feathers
Mime uses the sword Siegfried crafted to split a feather in half. When it does it is a symbol that Siegfried has achieved mastery in his craft and is ready to set out on his own.
Dragon's Blood
Siegfried has killed the dragon and it's blood spills onto the earth. He bathes in the blood and it is a symbol that he is now invincible and cannot be harmed by sword nor spear.
Sharing the Cup
Siegfried drinks from Kriemhild's cup at the palace. This is a symbol of their desire to give themselves to one another in marriage.
Favored
As Siegfried enters Brunhild's, kingdom the flames on the ground begin to completely die out. This is a sign that Siegfried is favored by the gods and may enter.