Yup, it's totally an anachronism. The whole episode follows closely the account of Adam of Bremen, a German monk who was writing in the 1070s. At the time, his archbishop was supporting the Holy Roman Emperor in a dispute with the Pope. The Pope had excommunicated the emperor, which meant that anybody who took communion with the emperor or with his one loyal archbishop (and this would have included Adam) was also excommunicated.

Adam's work is complex, and we've only got late copies of it, but it seems like he was trying to get his archbishop to redirect his energies from internal politicking to missionary work abroad. As such, he described Scandinavia as the most offensively pagan place imaginable, whereas there's good reason to believe that at least some Christians were present in Scandinavia as early as 700—well before the Viking Age. Adam even adopted some of the same idol-worship language that his fellow monks were using in their smear campaign against Roman papacy.

Obviously, this post-Viking Age monastic text is a problematic source for describing an early Viking-Age pagan cult, which is what the Vikings episode purports to represent. A much better source is archaeology, and much of the imagery used by Adam of Bremen simply seems to have had no basis in reality.

Uppsala was a cult center before the Viking Age, most notably used for five massive burial mounds thought to represent early kings and/or queens of the Svear. (Four burial mounds survive.) These mounds were built on one end of a low ridge line extending into a swampy marsh, and smaller burial mounds were built all along the rest of the ridge. The number of people buried there far exceeds any population in the immediate area, so it looks like elite people were carried there for special burial when they died.

There's no evidence for human sacrifice, a golden temple, or a regular pilgrimage. Of course, only a temple would have left an archaeological trace; human sacrifice and regular pilgrimages wouldn't necessarily have left anything behind. The extensive burial mounds with grave goods spanning generations is the best evidence we have for regular ritual activity. Burials seem to have dried up during the late Viking Age, but as Sweden entered its early medieval period in the 1000s, the royal family maintained a property on the site and ensured one of their earliest churches was built there.

When Sweden finally got a bishop, his seat was located in Uppsala, and when he undertook to build a large cathedral, he did it slightly downstream. He took the name of Uppsala for the new town and left the old Uppsala in a relatively pristine condition. To me, this suggests an enduring respect for the place, which would probably not have been the case if the events shown in Vikings had much basis in reality.

The site is now known as Gamla (Old) Uppsala. The local museum has made a comprehensive English guide, which is available online here (pdf warning). I recently visited the museum and university, and they were generally positive about the Vikings episode, despite its inaccuracies. They were happy that the show's imaginative approach to the past was drawing interest, although a few expressed dismay that the beautiful rolling landscape of the real Swedish Uppland had been replaced by the mountainous fjord-land of the show's imagined geography.

If you ever get the chance to visit the real Uppsala, it's ethereal in ways the TV show doesn't even begin to suggest. Also, there's a few good places in town for pastries and ice cream, which seems like a good enough reason for a pilgrimage to me :)