The names of the compass points in Old Norse were norðr, austr, suðr, vestr. If you can recognize them, it's because both the English and Norse terms go back to proto-Germanic, and likely even before that. In other words, these concepts predate the Viking Age by many centuries. East and West go back to proto-Indo-European words for dawn and sunset.

There are place names in Scandinavia almost as old as anything we know about it that have things in the correct geographic order; "Southmanland" in Sweden is south of Uppland where the old capital Uppsala was. "Westmanland" is west of it. Norway's name is derived from the expression "North way", a speculated etymology is that it's because following the coast took you north. Scandinavians referred to themselves then and now, when they spoke of themselves collectively, as 'northerners', their language 'northern toungue' (norrǿnt mál). The word for Germans was 'south men', for British and Irish peoples, 'west men', a name preserved in Iceland's Vestmannaeyjar 'west men islands' for instance.

So everyone who'd heard of Englishmen would've known they were from west of Scandinavia.