First off, víkingar raided all over Europe, from Scandinavia to Spain and Russia, and would have definitely told of other places when they returned home. The trade links between Scandinavian countries and Islamic states indicates that Scandinavians were definitely aware of other, warmer climes, but there migrating - then as now - is not an inexpensive task, and it's exceptionally difficult when you have no guarantee of land to work or food to eat in your new place.

Itinerant populations are generally frowned upon by settled groups, as well, which would lead to conflict over resources, and would result in either intermittent raiding - as víkingar did. This also could result in the colonisation and settlement of territory, as happened in in France with Neustria - which eventually was renamed Normandy after the Latin term for the Scandinavians (Nortmanni)

South of what? Scandinavia? England? Russia?