I listen to a lot of heavy metal, and there seems to be a recurring theme of rediscovering the ancient pagan/norse faiths of Europe that were wiped out by Christianity. I don't want to start an argument on "Christian oppression," but the fact that Christianity overcame these faiths so completely as the dominant faith of Europe implies that there was some direct reason for it. Why did Christianity win out?
Well one might say something about the music itself; how is it that electric guitar+bass+drums music, in 4/4 time with lyrics in English supplanted so much of European popular music in the 20th century? That aspect, of general cultural diffusion and spread and the adoption of foreign cultural practices is not limited to the Modern era but applies to the Viking Age as well.
In fact, even before Christianity established itself in Scandinavia, the folk religion had already been influenced by Christianity. It was neither the 'pure' nor static fixed religion that its portrayed as in the Romantic view that dominates the public consciousness. (and especially that kind of metal music, which is in the Romantic tradition thematically if not musically) For instance the skaldic poem the Völuspá in the poetic Edda is considered to have Christian influences, and in terms of material culture the wearing of Thor's hammer pendants around the neck does not date to earlier than the 9th century (i.e. after Christian contact) and is thought to have been inspired by, or a reaction to, the Christian custom of crucifix wearing. But even farther back there are likely to have been Greco-Roman influences on the religion, such as the construction of temples may have been influenced by a continental shift to indoor worship inspired by Mithraism. This is in the context by a general influx of roman influences and outright Roman artifacts into northern Europe in the first centuries CE, the development of the runic alphabet being a fairly visible such influence.
Now, it's a fallacy to view the conversion of Scandinavia merely as a religious matter. It was decidedly not. Nor was it as sudden event; it drew out over two centuries, from the mid 10th century in the first areas to convert (Denmark), to the mid 12th century in the last. (Svealand in Sweden) Conversion to Christianity did not just involve changing which gods were worshiped, it involved a change in the entire social order, from burial customs to power structures.
The corollary to that, is that resistance to Christianity was therefore not necessarily religiously motivated. In fact, it's thought most of it was not, but rather based on its political, social and economic consequences, such as changes in inheritance rights. Even after Christianity had nominally been adopted there was a long period of hybridization and struggle over which Christian/continental norms should be adopted and which should not. For instance cremation was abandoned in favor of Christian burial customs, but odal farmers, particularly in the Mälardalen area, continued to bury their relatives in their traditional family ättebacke for a century before the Christian norm of burial in cemeteries adjacent to churches was adopted. Despite the the fact that Christianity was opposed to it in principle, the institution of thralldom survived in parts of Sweden as late as around 1300.
There were both pulling and pushing factors; Pushing in the form of foreign missionaries who came to Scandinavia from Germany, England and Ireland. Unlike in other areas, Scandinavia was not subject to foreign armed conversions, but what's by ones geared to preaching and debating (German "Wortmission" and "Tatmission") Another pull factor came the form of an upper class who had converted abroad, whether in the service of the Byzantine Greeks in the East or England in the West. Many sites of later parish churches began as personal chapels for Viking Age noblemen, from (e.g. Wharram Percy in England, and Kata Gård in Sweden). High profile conversions provided both push factors (e.g. retainers and employees being pressured to convert) as well as pull factors - (giving prestige to the religion). Some of the stronger push factors we know of are also that Christians began to refuse to trade with non-Christians, and eventually conversion became a requisite to inherit property.
However, as conversion progressed fairly slowly on the whole, the decision may not have seemed as dramatic at the time as it would later. (not least the one-fell-swoop story of the Icleander's þing decision). The religious historian Per Beskow once compared the decision to convert with the decision to join the EU, an analogy others have quoted as well (e.g. Tesch). The decision was not necessarily larger than that in the short-term.
The idea of Norse paganism being a unique feature and deep part of Scandianvian/Norse identity is largely a product of 19th century romanticism, the same movement which essentially invented the Viking; the very term 'viking' was in 1800 an obscure dead word known only to a handful of Scandinavian historians, and by 1900 a household word it is now. (see e.g. Wawn's book for how it entered English-language culture) The Viking Age Scandianvians themselves may not have considered their pagan religion to be as 'pure' or deeply a part of their identity as the 19th century Romantics did. And the Romantics always did a bit of cherry-picking with their heritage. Such as the author Esais Tegnér, who played a significant part in the Viking revival by authoring Frithiof's Saga, lamented the intrusion of loan-words into the 'language of honor and heroes' (Swedish). Yet even in that phrase he used the word 'språk' for language - a German loan from Sprache - rather than the homegrown Norse word 'mål'. (it was really the most recent loan words from French he hated)
Point is, the Romantic depictions of Old Norse religion have fairly little to do with the actual religion. I've written about this in much greater detail elswhere, but the stories about the gods in the Eddas say next to nothing about how the cult was practiced, and their relation to it is tenuous at best, or at least unknown. For instance, Thor's fight with Hrungnir makes for a good story, but what, if anything, does it mean from a practical cult perspective? Watch out for whetstones? "Nothing, it's just a story." is an entirely plausible answer.
The stories were not written for religious purposes, and probably for that reason they survived and continued to be written and transmitted well after Christianization. If writing this skaldic literature had been considered at odds with Christianity, it's unlikely it'd have been written down at all. And if nothing else one might've expected Snorri Sturluson to argue against that in Skáldskaparmál beyond what he does, which is just a causal statement to the effect of "although we tell stories, obviously one should not believe in these gods".
Eddic motives also occur on sacred Christian artifacts from mainland Scandinavia contemporary with Snorri (e.g. the baptismal font from Norum). One gets the impression that the tradition of those stories did not die out due to Christianity but due to competition from new stories being transmitted from the continent through the medium of writing on paper and the Latin language. The Eddas were not written down in Iceland because the country was particularly pagan but because it was particularly literate.
Speaking of which, another persistent Romantic myth is that the runic script was somehow particularly pagan and that Christianity was opposed to it. This statement has no evidence in favor and plenty against; it appears to have simply been out-competed by the Latin script over the course of the Middle Ages. Runic inscriptions - Christian ones - continued to be made for centuries after Christianization. (and in Dalarna until the 20th century) But no version of the script was ever created to write on paper/parchment. The Codex Runicus and fragment SKB A 120 are the only documents of significant length written in runes, and illustrates well the awkwardness of writing with them on paper (for reasons I won't get into here)
In short the popular imagination tends to both overstate and understate the influence of Christianization. Understating its effects on society but overstating its effects on the individual. Overstating the opposition of Christianity to the mythical stories of skaldic poetry in the Eddas (i.e. the stuff we have) and under-appreciating how much information about the old cult was lost because Christians saw no reason or value in documenting in what way they used to worship. (the stuff we don't have)
Much more can and has been said on this than could be written here though; Berend's book is a good one since you want more of bird's eye view and not just Scandinavia.
Sources
Steinunn Kristjánsdóttir - Becoming Christian: A Matter of Everyday Resistance and Negotiation, Norwegian Archaeological Review, 48:1, 27-45, 2015
Sten Tesch - Skiftet och Sigtuna and other papers in Skiftet: Vikingatida Sed och Kristen Tro, 2017
Nora Berend (ed) - Christianization and the Rise of Christian Monarchy Scandinavia, Central Europe and Rus' c.900–1200, 2007
Anders Andrén - Behind Heathendom: Archaeological Studies of Old Norse Religion, Scottish Archaeological Journal, Vol. 27, No. 2, pp. 105-138, 2005
Фёдор Андрощук - Vikings in East: Essays on the Contacts on the Road to Byzantium, 2013
Anders Andrén, Kristina Jennbert, Catharina Raudvere (eds) - Old Norse religion in long-term perspectives, origin changes and interactions, 2004
Andrew Wawn - The Vikings and the Victorians: Inventing the Old North in Nineteenth-Century Britain, 2000
Found this in the FAQ:
The answer provided by u/Steelcan909 gives some context, including a timeline. I would be curious to know what benefit people saw to conversion, especially previously pagan nobles who forced Christianity on their subjects.
In slight addition to /u/platypuskeeper's excellent answer, I wrote a little bit about some of the 'pull' factors of Early Medieval Christianity here.