First of all, what is the I. O. O. F? This acronym stands for the Independent Order of Odd Fellows. Basically, this is a fraternal organization, like the Eagles, Shriners, or Lions. The mission of the Odd Fellows is to visit the sick, relieve the distressed, bury the dead and educate the orphan. In the state of Minnesota, the first chapter of the I. O. O. F. was founded in Stillwater. See the clip below:
The first lodge in Minnesota was established at Stillwater. The second, St. Paul lodge No. 2, is the richest Odd Fellow lodge in existence (The Saint Paul Globe,Monday Morning, April 25, 1904, Volume XXVII, Number 116, Page 2).
Now, about the building itself. I could find very few details on this building, other than it was built in 1891. The following is another clip from the Saint Paul Daily Globe:
The Willmar Odd Fellows’ Building Association of Willmar also filed articles of incorporation, with capital stock $25,000. The first board of directors are Hans Peterson, John Williams, Samuel Porter and F. L. Smith (The Saint Paul Daily Globe, Saturday Morning, March 7, 1891, Volume VIII, Number 66, Page 8).
Although I can find little information at the moment on this specific building, it is really a neat old brick structure. Check out the fancy brickwork in the photos below and how different shades of brick were used. I am not sure if any actual Willmar brick were used in its construction.