Bjorn Ironside seems to be a good start if you are looking to familiarize yourself with the Norse mechanics quickly. It is trivial to take over most of Sweden and Norway with a side invasion of one of the English petty kings within about 10 years.
The ambition to become king moves with your capital, so if you start with the ambition to become King of Sweden but move your capital to a county in Norway before completing it, the ambition will update to King of Norway.
I start by subjugating the Norway count with the Norse holy site before subjugating all of Sweden apart from Jylland's land. At some point, when my prestige is high enough, I prepare an invasion of an English petty king. In the meantime I finish up subjugating Sweden and plot to revoke a county in Norway. It is easy to get backers because you get such high relations from subjugation.
After revoking the Norwegian county, if he rebelled, revoke his other county and move your capital to there. If not, the other one will do. Now you get to subjugate all of Norway.
Invade the English King the last day before it expires to give yourself the most chances at free armies. Don't call your allies until this invasion as they get negative diplomacy modifiers each time you call them and you won't need them before. Always accept their calls but don't bother really sending anything. You will be at war permanently until you reform so joining their wars costs you nothing.
When cleaning up Norway, it is better to declare multiple subjugations at once if all of the targets are in close proximity. The time it takes to raise and gather your levies with decent morale can be quite long. Do all of the island counties including Iceland together for instance.
Once you have Norway and Sweden firmly in hand, conquest random counties that strike your interest while waiting for your subjugation timer to finish. It will be ready on Jan 1, 877. I like to start the subjugation of Denmark here with Jylland. Mercenaries will probably be a help here as you cannot count on your allies to help out.
Once you finish that war, you will be able to reform the Norse faith as well as be well on your way to controlling the needed lands to form the Empire of Scandinavia. I preferred to get my succession changed before creating any of my Kingdoms since forming the Kingdom will cause a 10 year wait. I had to release a few very unhappy counts to be able to get my succession changed but they were very easy to pull back into the fold after.
Unfortunately, the succession reversion bug that used to turn elective back into gavelkind still seems to exist. I went with Ultimogeniture but it reverted to Gavelkind when I formed the Kingdoms and Empire. Primogeniture never had this issue so I'll probably try that next time.
Finishing off the Empire requires some painful holy wars in Finland. The supply limit is killer so they will be slow going. However it is easily possible to finish off the Empire by 880ish or so. I prefer to do these holy wars with only my troops and retinues, only raising vassal levies to deal with troops that enter my territory.
I didn't do that much raiding as my forces were constantly at war. Holy wars are worse than the Catholic or Islamic versions of them as the 100 piety cost keeps them from being the lucrative piety pinata that the other versions are.
If you go through succession after moving to Norway but before reforming, you could conceivably unite Finland through subjugation before reforming which would be much faster. Succession is very painful pre-reform though so that may be an impossibility.
