For Norse primary sources, you can't go wrong by reading the sagas. Other major primary sources include Ibn Fadlan's account and Saxo Grammaticus.

Project Gutenberg has plenty of translations of primary sources. Fordham University has some good online medieval stuff too.

Regardless of what you're interested in, try to find who some major scholars are and read their books. Then, read other people's books that are in their bibliographies. I'm trying to track down a copy of Neil Price's The Viking Way (not currently available on Amazon, unfortunately).