Something that I've always wondered is why the Norse made no attempt to establish themselves on the German island of Rügen. It is located relatively close to both Denmark and Sweden, both countries (as far as I know) have actually owned the island in the past but this was well after they had been Christianised. With a more hospitable climate and closer proximity to the homeland than other areas of Norse settlement such as Iceland, I would have thought Rügen would have been a prime location for Norse activity.
It's great to see a question for an area I am more deeply familiar with. My specialty is Northwestern Europe, particularly the pre-Christian/Christianization times. This is a very good question, but you have to understand that it's a bit complex to answer well. It's difficult enough to divine the motivations behind why people do things. It's even harder to say why people don't do things. The best we can do is speculate based on what we know about the Norse and their habits when it comes to exploration and settling.
The Norse explored for different reasons than people today would recognize. It's very easy to romanticize their sailing across the water, seeking out new lands, but they simply didn't associate that kind of romance with it, even when you take into account the grim realities of exploration in those times, their motives would be foreign to people today. There wasn't this yearning for the, "spirit of exploration" or going to a place just because you can, their motives were eminently more practical, jaded, cynical even, interesting stuff.
Save the lust for exploration for the Celtic missionary work, like the missionary voyages St. Brendan. When it comes to Norse exploration, usually it was motivated less out of a desire for new places and more out of a desire to not be where they currently are. The way Norse society was arranged, if you disagreed with authority, you were more than welcome to sever your loyalty and simply move somewhere else. Especially during the seafaring age when kings were expanding their power, you'll find many were alienated by this.
In fact, this alienation with kings and the resulting feuds spurred the famously republican nature of Iceland. Of course, everyone's a critic so eventually certain Icelanders came to become dissatisfied with the leaders available to them there. The cycle continued, settlers opting to settle further and further from the realms of those they had beefs with. Of course, this created its own set of problems as time went on, because areas once new began to fill up with all sorts of people to annoy you, with a limited amount of viable lands for settling.
Not to mention there's only a limited amount of effort even the Norse were willing to apply when it comes to prepping new territory. Rügen was likely one such area that just didn't seem like it was worth the sweat and blood. You see, this island, while geographically close to the Norse, was far from uninhabited, far from even being an easy target. Allow me to introduce you to the Rujani, est. ~600, they're slightly late to the party considering the fact that they only got to Rügen during the tail end of the Migration era, but they're no bunch of slackers.
Their presence is certainly notable because they were Western Slavs in what is otherwise considered to be part of the domain of Germanic tribes. I'm sure they seemed a bit out of place everytime they opened their mouths what with the whole Lechitic sonority that they had going on. However, the Rujani weren't fellows you wanted to trifle with. It's a common misconception that the Rujani lived under a monarch, in fact the High Priest was above even the king when it came to civil power. Of course, whoever was in charge, the Rujani were considered to be a very strong foe.
Out of all the various Slavic tribes dotting between the Elbe and lower Vistula rivers, they were definitely one of the hardest hitters. They kept a very skilled and well armed navy, the strategic nature of their location didn't hurt either. It's likely that the Norse just didn't see conquering them as worth the trouble. We know that 1000-1100 saw a handful of raids on Norse land by the Rujani, but it was the Christianized Danes who would eventually dare to take them over in the name of the Cross. From there the island slowly became Christianized and in the end, Germanized, you likely know the rest.
#Sources
Katajala-Peltomaa, Sari. "Fatherhood, Masculinity and Lived Religion in Late-Medieval Sweden." Scandinavian Journal of History 38.2 (2013):
Herrmann, Joachim (1970). Die Slawen in Deutschland (in German). Berlin: Akademie-Verlag GmbH.
Wurlitzer, Bernd (2006). Rügen (11 ed.). Mair Dumont Marco Polo.
Thompson, James Westfall (1928). Feudal Germany, Volume II. New York: Frederick Ungar Publishing.