I've recently been messing around with the EU4 Custom nation creator. With it, I decided to create a playable Vinland. I'll share the setup if any of you would like to play it too.
Culture: Norwegian
Religion: Norse or Catholic (at the time of Vinland's settlement, both religions were vying for control over the Norse world)
Tech Group: Eastern (to reflect that Vinland has fallen somewhat behind western Europe over four centuries of isolation)
Government: Despotic Monarchy
Traditions: Build Cost -5%. Frontier Construction. -10% Development Cost. Virgin Land.
Ideas:
Strithsmathur: Morale of Armies +5%. The Vinlanders have never lost the proud warrior tradition of their Norse forebears.
Legacy of Leif: Yearly Prestige +0.5. Let no European deny: centuries before Columbus, Vikings were the first white men to set foot in this westerly land.
Staekkun: Colonists +1. The Vinlanders are an unsettled and wanderlusting people, striving ever further to expand and explore.
Skraeling Co-option: Accepted Culture Threshold -5%. Vinland survived through its ability to incorporate the surrounding native peoples into itself.
Kaupmathur: Trade Efficiency +5%. Seagoing Vinlanders came to dominate the east coast trading routes of the native Americans, in the centuries after their arrival.
Sjomathur: Yearly Naval Tradition +0.5. Vinland maintains great pride in the naval prowess that carried them across the northern Atlantic centuries before.
Warrior Sagas: Yearly Army Tradition +0.5. The brave warrior holds a vaunted and celebrated position in Vinlander society.
Ambition: Years of Separatism -5. One People.
Territories: Hop (Beothuk), Placentia (Bjarney), Taqamkuk (Kjalarnes), Unamakik (Furthustrandir), Eskikewakik (Vinland), Sipeknekatik (Straumfjord), Epekwitk (Straumsey), Mikmaq (Einfoetingjaland).
This encompasses all of the territories mentioned in Erik the Red's Saga and the Saga of the Greenlanders, except for Hvitramannaland (probably somewhere in New Brunswick or further to the southeast), Markland (probably Labrador, which was never settled but occasionally used as a source of lumber) and Helluland (probably Baffin Island). I have done a lot of guesswork to fit the names to real-life places, but this seems like a reasonable place to start off.
Happy viking!