So my focus is more on literature and language, so I am not too knowledgeable on warfare more generally, but I will give you some things that may be of use.
There are two websites that I would suggest looking at for arms and armor. They have some pretty solid information, but the images and descriptions would be most helpful here. The first is Peter Beatson's website which looks at the archaeology of Viking Shields. The second is the Hurstwic site. Hurstwic is a reenactor group that also does research in Viking warfare and larger society. This article covers arms and armor. On their larger site they have other articles that you may find of use and they also do lectures. Another good general link is Viking Answer Lady. She has quite a few well researched articles, but the one on warfare includes links to more specific resources on the topic.

For Mythology a great secondary source would be Norse Mythology: A Guide to Gods, Heroes, Rituals, and Belief by John Lindow. It is pretty comprehensive and will hit all the main points you are looking for in Norse myth. The two main primary sources that we have for mythology would be The Prose Edda and The Poetic Edda.

Gods and Myths of Northern Europe by H.R. Ellis Davidson This will give you a larger image of the Germanic and more specific Norse religion. I'd recommend Lindow first mostly because general availability. I have had issues getting a copy in the past.

For general life, settlements, and government/politics, there are quite a few good secondary sources for this.

The Vikings by Else Roesdahl This goes for an overall look at the Vikings. It has some good coverage of the individual regions and their differences. It will go through various parts of Viking society. Overall, I'd recommend this and Byock's Viking Age Iceland as a solid starting point here.

Viking to Crusader: The Scandinavians and Europe 800-1200 ed. by Else Roesdahl and David M. Wilson This one is gonna be your most far reaching of the sources. It is comprised of a series of essays written on topics varying from dress to settlement to arms and armor.

Viking Age Iceland by Jesse Byock This will cover most (if not all) aspects of Icelandic Viking life and society. It takes care to even go into the adaptations the Vikings made to adjust to life on the island.

Another good pair of books would be: The Vikings and Their Age by Angus A. Somerville and R. Andrew McDonald The Vikings and Their Age A Reader edited by Angus A. Somerville and R. Andrew McDonald

These two work very well together. One gives you more general information over the Viking Age and the reader provides primary sources which discuss the Viking expansion and reactions to raids.

If you are interested in more women in Viking society, I would recommend checking out Judith Jesch. She has a good book on the topic as well as a few articles.

For sagas, I would recommend The Cambridge Introduction to the Old Norse-Icelandic Saga by Margaret Clunies Ross. It will be your best overall look at the sagas. This will cover different aspects like transmission, genre, etc. If you are looking for something a bit more in depth I would recommend Old Norse-Icelandic Literature: A Critical Guide edited by Carol Clover and John Lindow.

Some general saga genres to consider are: Konungasögur (The Sagas of the Kings of Norway); Fornaldarsögur (Legendary Sagas); Íslendingasögur og þættir (Sagas and Tales of Icelanders); Biskupasögur (Sagas of Bishops); Sturlunga saga (Various sagas about thirteenth-century Iceland); Heilagra manna sögur (A saga genre about over 100 saints from Iceland and beyond); Riddarasögur (Sagas about knights and romance, much of this is tales translated into Old Norse)

Good online places to read the sagas are: Icelandic Saga Database; Viking Society for Northern Research

Edit: added in some semi-colons