I recently returned from a trip to the Nordic countries - Iceland, Norway, Denmark, Sweden, and Finland (trip report: https://community.ricksteves.com/travel-forum/trip-reports/trip-report-2-months-in-the-nordic-countries ).
Here is a list of books I read prior to the trip that I would recommend:
The Penguin Historical Atlas of the Vikings (by John Haywood)
Children of Ash and Elm: A History of the Vikings (by Neil Price)
Norse Mythology (by Neil Gaiman)
The Sagas of the Icelanders: A Selection (by Penguin Classics)
The Almost Nearly Perfect People: Behind the Myth of the Scandinavian Utopia (by Michael Booth)
The Nordic Theory of Everything: In Search of a Better Life (by Anu Partanen)
Viking Economics: How the Scandinavians Got It Right - And How We Can, Too (by George Lakey)
Sweden's Dark Soul: The Unravelling of a Utopia (by Kajsa Norman)
The Year of Living Danishly: Uncovering the Secrets of the World's Happiest Country (by Helen Russell)