A great place to start is to get a copy of Age of Mythology which features the kind of inter-faith interactions you want. It will help you put together ways to consolidate the different mythologies. It is also a great game.
With or without that. Consider the fact that these kinds of gods tend to be very different from the D&D/Pathfinder gods. The kind of magics they use, where they live, the kinds of boundaries that they have are more restrictive than what D&D gods enjoy. That means they are better choices as direct or indirect opponents. They can be bested, and much of mythology and post-mythological works are about exactly that. Often with the god having the last laugh.
I believe it will be important to feature these gods in addition to mythological creatures if you want to capture the flavor of the myths. It is also probably best to feature them sparingly. Bonus points for offering them up in ways that can be explained scientifically if the players chose to.
For example, communion with a god might involve getting totally hammered and sitting in a room clouded with incense fumes. Who knows what the character really saw. Dig into the source of mythological creatures and try to be true to them. Classic examples from other faiths are things like mammoth skulls inspiring cyclopes, manatees inspiring mermaids, and so on.
Norse mythology is once again an active faith. Read up on Asatru and if there are groups located near you, consider meeting with them.
Game considerations
Once you've done your research, you can begin to wrap the game in a thin or thick layer of mythology. My advice is to focus on the core of what being a Viking attacking Ireland would be like. Keep the low levels very common in scope. No magic creatures, no communion with gods, straight historical seafaring combat and downtime. Ideally, your crew of PCs aren't even the leaders of the raids. They are taking orders, they are doing glorious battle with timid Irish folk, and they get a glimpse of normalcy before being tossed into the mythology.
That will firmly ground the PCs into the roles and sell the history. It will be very hard to sell the history if they players are casting spells and fighting dragons.
I'd strongly suggest you make the players start as martial classes. They can be fighters, rogues or ideally berserkers. Maybe you can give them the option to multiclass later on as the mythological aspects transition from being explainable in science to being true and unjustifiable magic.
I've done similar with other mythologies to good effect. But not with Norse mythology. It is a great idea, however.