The Norse people did not actually refer to themselves as Vikings as an ethnic or national identity. Viking was a profession and was the term for the act of raiding across the sea or a person participating in such an activity.
When Marco ilsø (Hvitserk) and Alex Høgh Andersen (Ivar) were cast in the series they weren't allowed to tell anyone, so they wrote to each other that they didn't get the role.
Ravens appear prominently in the series. Ravens had great cultural and religious importance in ancient Norse society, as they were seen as the agents of Odin who was said to own two ravens: Hugin (meaning "Thought") and Munin (Memory) who flew around and gathered information for him. One of Odin's many nicknames is Hrafnaguð, which means "Raven God". Vikings would carry banners depicting ravens. Ragnar's forces carry such banners. As such, the pagan characters in the series are likely to believe that when ravens appear, they are watched by Odin.
The name "Ragnar" means "keeper of the fort."
Rollo's tattoo depicts a scene from Norse Mythology: The wolves Hatí and Sköll (the sons of Fenrir) chase the sun and the moon.