The area that is today called Denmark was in contact with the Romans, and we have reason to believe that these people, many of which would eventually migrate to Britain, were somewhat "romanized" in trade and economy by the Late Empire. I don't know much about them.

Norway, however, is quite another deal. Now, let's say the Viking Era starts in 793, which is the first reported sighting of vikings (at Lindisfarne). We know very little about the period before this; what written descriptions exist is written by foreigners.

Traditionally it's been believed that the period 500-650 brought a significant decrease in population; a great number of farms in Southern Norway were abandoned at the time. However, newer archaeological evidence suggests that this isn't the case; rather, it looks like the period was one of significant political and social change, and of continuous growth.

As of such, it seems that the vikings started raiding because land became sparse. In the centuries before 793, we can see that a number of people settled in rather peripheral areas; seasonal fishing to supplement agricultural production in the period is evident all through the western coast up to where Bodø lies today. Iron production also rose in the period, and with it more and better weapons.

We know about Norwegian expansion into Finland and Russia from the seventh century. We also know of peaceful contact with the British from at least as early. We don't quite know why the viking raids started just when it did, as we can know they had the infamous viking ships at least from around 650. It is theorized that the carolingian expansion towards Denmark was a catalyst, and that early Danish raids were connected to Gallic pressure.

As for their society, we know little (to my knowledge). They seem to have been organized in small "clans", and there seems to have been some contact with the Romans. But since there was no written language, only sparse runes, there isn't a lot to be learned. I'm sure someone else will fill in something.