Do we have any primary sources from Scandinavia during the Viking period depicting the great heathen army

by iHokage
Steelcan909

No. All of our contemporary (and that is stretching the definition a little) literary sources on the micel here, great army, are Anglo-Saxon in origin. This is not that surprising because the micel here was operating almost exclusively in the British Isles and the surrounding area. While undoubtedly many or most of them men who participated came from Scandinavia, this is long before the christianization of Scandinavia and runic inscriptions aside, it was essentially a preliterate society. (runic inscriptions are pretty uniformly short and not very detailed)

Of these the sources that are available, the ones that stand out most are Asser's biography of Alfred the Great and the Anglo-Saxon Chronicle. Both of these sources are framed from the Anglo-Saxon point of view, unsurprisingly, and have little interest in detailing the intricacies of the Norse army, invariably referred to as Danes or heathens. The Anglo-Saxon Chronicle and the Chronicon (a related documents) do occasionally give some glimpses into the inner workings of the army, such as it's internal divisions, and propensity to break apart, but they do not offer a particularly in depth examination.

Besides these literary sources, archaeology is of great use and importance here. Robin Fleming even devotes a section of her book Britain after Rome to detailing the excavations in one town that was occupied by the army over winter. Of particular note are the two systems of burials that coincide with this occupation.

However, Scandinavia did eventually produce some writing on the subject, the sagas and Saxo Grammaticus both offer up Scandinavian perspectives, even if through the guise of legendary figures and deeds, on this time frame. However these were later compositions, and not truly contemporaneous with the actual activity of the micel here. Nor were they written very shortly after as in the cases of Anglo-Saxon work I mentioned above.