The Norse faith was never a centralised not very coherent. There are Gods, like Ull (God of hunt and skiing) that are present in some regions and not others. This made it easier to christianise Scandinavia, as there was no central authority to resist converstion attempts.

Missionaries usually contacted the local Jarl or Petty King and through gifts, promises of support in war or diplomatic support in other conflicts, they persuaded him to convert. He would then convert his subjects and allies to increase the coherency of his realm. Christinaty placed their own festivals at the same time as the Norse festivals, which eased transaction. You could still meet, eat and party with your friends and relatives, even if you converted. Christimas (yule/jul or winter solstice), Easter (spring equinox), All hallow's eve (autumn equinox), John the Baptist's day (misummer/summer solstice) and so on.

While Denmark, Norway and Sweden were counted as christian when their Kings converted and demanded that their subjects to as well, being officially christian did not mean that the population were christian.

The conversion was not quick - as late as in the 1080s the Swedes (as in Svear, not all of Sweden) elected a pagan King when their christian King refused to pay homage and sacrifice to their old Gods as was the tradition.

Sacrificing to the old Gods continued despite christianisation, and there are woodcuts honouring the old Gods from the 15th century.

Ragvald Odenskarl was sentenced to death in Stockholm 1484 for stealing from churches and publically admitting he was of Norse faith rather than christian.

Norse faith slowly merged with popular myths and supernatural beliefs. The process was gradual. Up to the 1800s it was common to leave a small patch of hay for Tor's goats or Oden's horse in Småland. Oden's name was invoked when reading spells over horses to protect them against disease in southern Sweden durign the 1600s.