Real Skandinavian names are the bomb. You are appropriating from a large cultural grouping (though similar) and the cultural cohesion just gives the game a deep-seated sense of history and actuality. Just grab an online name list, or a small english to Scandinavian dictionary handy at the table for those spout lore rolls.
Its good to replace common terms with the Norsk equivalent too. So Castle becomes Slott, sorcery becomes Trolldom, a Knight is a Ridder, gold is mynt etc...