God of War Ragnarok has 4 Gale Flame Locations. They are used to upgrade the level of the Draupnir Spear, one of your weapons. The Draupnir Spear is unlocked in Mission 10: Forging Destiny and is already Level 5 when you get it. Using 4 Gale Flames upgrades it to Level 9 which is the maximum (Level 5 Starting Level + 4 Gale Flames = Level 9).
You can use the Gale Flames at the Blacksmith to upgrade the spear. This also increases your average equipment level as seen in the top left corner of the Weapons Menu. The higher your overall level, the more powerful you become. Each level also increases the damage of the spear.
You get all Gale Flames automatically while going for 100% Completion. If you forgot to loot one, the item is automatically placed in the blue chest at the blacksmith and can be retrieved from there.
Other Weapon Upgrade Materials:
All 4 Gale Flames
Gale Flame #2
Reward for finding all 6 Lindwyrms. Each gives one Gale Spark, all 6 together form 1 Gale Flame.
That’s all 4 Gale Flames to fully upgrade the Draupnir Spear.
For everything needed to reach 100% Completion check out the God of War Ragnarok Wiki & Strategy Guide.