It is not a dumb question but it does presupposes a political and urban development that didn't exist during the Viking Period (say c. 800-c.1100).

The first "urban" centers do start to develop in this period but they are largely trade centers rather than political or military centers (though we know that Viking kings did spend time at these cities as they were important parts of their income and ability to project power). Hedeby (also known as Haithabu) was one of the first urban centers in Denmark and was "founded" some time around 804. In Sweden the town of Birka developed sometime around the same time. Norway lags a little but has similar central places developing by the end of the ninth century.

When we try to envision the political organization of Denmark, Sweden, and Norway during this period we should envision not countries or even kingdoms but rather a collection of chiefdoms which varied in their connection to each other based largely on the abilities of particular rulers at any one time. There could be multiple Danes who might be powerful enough to warrant the term "king" at any one time, for instance, often related to each other.

The "center" of these rulers power would be their Hall, a place where they could host warriors, give gifts, organize raids, receive tributes etc. These would not resemble cities in size or organization, better to think of them as really impressive manor houses or castles (though this is misleading since they weren't fortified or meant to project security).

A powerful king or chieftain could have several halls and might move around as needed to project power.

So yeah, no capital cities as yet, not even "kingdoms" as such. But central places certainly existed, places where powerful figures lived, where important markets or religious centers existed etc. By the end of this period when the kingdoms of Denmark, Norway, and Sweden begin to take shape certain areas do become "central" in a more defined way, based largely on the power base of newly emerging royal dynasties.

I am without books for the next week or so unfortunately so I can't give your more specific place names at the moment but hopefully this gives you a sense of the situation.