In contrast to Christians, how religious were they?

By what measure? Weekly service attendance? Inner strength of conviction? Theological literacy?

Pretty much everything that Christians did was becuase God said it was the right thing to do,

Not true. Christians, even medieval ones, were just as complex as we are today, with any number of things influencing their day to day decisions.

and that everything that happened was because of God.

While rhetorically this is one of the many distinctive qualities of monotheism over and against polytheism, seeing nature as somehow autonomous from any "first cause" is itself a secularist idea, which only emerged out of a post-Christian framework.

Did the Vikings have this level of dedication to their Norse gods, or was it more a case of "they exist" and that was about it?

While the main reason we even know the Vikings had gods to begin with is actually because Christians themselves wrote this stuff down in the first place. It seems natural to assume that religiosity was about as evenly spread among vikings as it was among Christians, with some fervent believers, and other less engaged people.

Was Heresy a thing for the Vikings?

In order to have heresy in the same way that it exists among Catholic and Orthodox Christianity, you need a codified set of ideas, whereas it appears the Scandinavian paganisms were more similar to local cults, with their own sets of practices and local deities. So it seems very unlikely.

Else Roesdahl has a pretty good book on Scandinavian history and culture, which touches on what can be traced of norse religion for further reading:

http://www.amazon.com/Else-Roesdahl/e/B001H6P0TW/ref=sr_ntt_srch_lnk_9?qid=1446832752&sr=8-9