I always thought 3 was special in Europe because of Christianity, but apparently pre-Christian Scandinavians considered it a "magic number" as well. Was this actually widespread among humans more generally? And if so, why?
The number three was important in Semitic and European cultures, which is why it became important to Christianity - just the opposite of your assumption. It is a bit of folklore that St. Patrick, for example, had to use the shamrock to explain the difficult concept of the Holt Trinity to the Irish. Northern Europe - and especially Ireland - had ample examples of pre-conversion gods appearing in threes, and it seems clear that the importance of the number has deep roots. If anything, the Irish needed to use the shamrock to explain the Trinity to Christians (I write this in jest - but it is not far from the truth).
The Danish folklorist Axel Olrik (1864-1917) developed a series laws of that he concluded governed the nature of folktales. The following is a description of his concept of the "Law of Three" (this is an excerpt from my Introduction to Folklore ).
In Indo-European and Semitic folktales, repetition occurs in threes. This almost has the appearance of being universal, but there are important exceptions. Where there are three repetitions or three brothers in a European folktale, the story in India will feature four, in keeping with the importance of that number in the subcontinent. Similarly, various American Indian cultures feature four or five as the preferred number, and this manifests in its oral tradition. Olrik made the point that literature, with the need for great realism, has fallen away from this rule, leaving oral tradition as the original form of storytelling exhibiting this rigid approach to narrative.