Would anyone please tell me the meaning of a sentence from Carlyle's Book "On Heroes..."?

So, no one told an untruth is what the second part means. I think it might mean that fables are made up of truths but altogether these truths do not make the truth.

Short version

It means that no one has to lie or say anything false for a myth to form.

Long Version

It is usually best to look at a sentence in context to figure out its meaning. This sentence comes after the following passage:

“The mythus about Thor is to this effect. King Olaf, the Christian Reform King, is sailing with fit escort along the shore of Norway, from haven to haven; dispensing justice, or doing other royal work: on leaving a certain haven, it is found that a stranger, of grave eyes and aspect, red beard, of stately robust figure, has stept in. The courtiers address him; his answers surprise by their pertinency and depth: at length he is brought to the King. The stranger’s conversation here is not less remarkable, as they sail along the beautiful shore; but after some time, he addresses King Olaf thus: “Yes, King Olaf, it is all beautiful, with the sun shining on it there; green, fruitful, a right fair home for you; and many a sore day had Thor, many a wild fight with the rock Jötuns, before he could make it so. And now you seem minded to put away Thor. King Olaf, have a care!” said the stranger, drawing down his brows;——and when they looked again, he was nowhere to be found.——This is the last appearance of Thor on the stage of this world!”

The implication is that Thor appeared to King Olaf to request that he rejoin the old Norse faith, but it never actually says that. Here are the things the fable actually asserts:

• King Olaf went sailing around his kingdom.
• While doing so, he stopped in various places and performed various kingly duties.
• At one of these stops, Olaf’s courtiers encountered a man with particular physical features.
• This man was also very well-spoken.
• The courtiers introduced this man to the king.
• The man made a plea to the king regarding the Norse faith, then disappeared.

None of these things are extraordinary. All of them could easily be true. The man is described as having the same physical features as Thor, but the fable never explicitly says that it is Thor. That is left implied. It could just as easily have been some other powerfully built Norwegian man with red hair and a grave demeanor. So the courtiers could have told this story, and it may have been repeated widely until everyone believed it was the last sighting of Thor. But at no point did anyone assert anything false as part of the story. The people simply drew a false conclusion from the recounting of true statements.

just substitute “lies” for unveracity.