And where might they have come from?
So technically this question should be in an anthropology or archaeology subreddit because virtually everything we know about pre- Viking Age Scandinavia we know via archaeological records. This is reflected by the fact that the periodization typically used to describe this pre-800 or so time frame refers to this as (depending on who you ask) the Germanic Iron Age (Danish terminology), Vendel Period (Swedish terminology), or Merovingian Period (Norwegian terminology), all referring to key material cultural trends.
Ok, so caveat one down. Now for caveat two! Your use of the scare quotes around Vikings is great because Viking refers specifically to a career, namely raiding/piracy. So we can't really say what "Vikings" were doing before they began raiding because they weren't Vikings. We can talk about what Scandinavia was like, however.
Now, to completely undermine caveat two! We do know that there was at least some active raiding/military activity before the Viking Age (c. 800). Archaeological evidence from as early as the turn of the millennium shows us that Scandinavians were traveling south to serve in the Roman armies (or against them). We also have some interesting textual references from the 6th/7th century that points to Danish/Scandinavian raiding and activity. Gregory of Tours references a raid by a "Danish" leader named Chlochiliac on Francia which historians love to reference because there is a decent likelihood that this Chlochiliac is King Hygelac of the Geats from Beowulf (where we here that he died in a raid on Frisia). Venatus Fortunatus, a Gallic poet likewise refers to a Frankish victory over Saxons and Danes. And of course we need look no further than the Anglo/Saxon/Jutish invasion of the British Isles to see what we might think of as proto-Vikings in action. One of my favorite in-class lessons is to show students slides of gear from the Vendel grave mounds and from Sutton Hoo. The stylistic links are unavoidable, notably in the helmets and shields.
So, Scandinavians, much like their many Germanic cousins during the Migration/Late Antique/Early Medieval period were getting up to fighting and tussling. Both with outsiders and, based on mass weapon sacrifices and grave sites, with each other. Which leads us to the second big "thing" happening prior to the Viking Age. Namely, increased centralization around powerful figures and key sites.
As early as the Roman Iron Age (c. 500 BCE - c. 400 BCE) we can already see evidence from grave sites of increasing stratification by noting the increased collection of luxury goods in certain graves. And some of these goods are indeed quite luxurious. Google the Hoby grave for some examples including some amazing Roman imports. Sites like Gudme and Uppakra likewise show an increase both in the number of people/buildings in a single place but also of craftsmen, foreign trade (to a limited extent) and of course major halls where we think that both political and religious (based on bone finds and other items like the mysterious guldgubber) activities were taking place.
By the Germanic Iron age (c. 400 - c. 750s) the number of key central sites has both increased (there are more of them broadly speaking) and decreased (there are fewer competing sites in any one area). They've increased in size and complexity as well indicating that chieftains (or maybe we can even start to think of kings?) are gathering larger groups to their halls and controlling more territory and thus more resources. In the period right before the Viking Age (8th century) we have a couple of indicators of just how much sway these figures are beginning to have, most notably with the beginning of construction on the Danevirke and the digging of the Kanhave canal, both projects that would have required the mustering of considerable man-power and resources and which indicate some sort of agenda that goes beyond mere local politics. In addition the earliest of what we sometimes call "proto-urban" sites (or emporia to use the technical term) at Ribe in Northern Denmark is founded at the very cusp of the Viking Age and seems to have sprung up inorganically, that is to say, with a specific plan in mind for layout and function. This is also the site for the very first minted coins in Scandinavia, coins called sceatta which are imitations of coins minted in Frisia (the Netherlands) and England. This points to active trade connections abroad and an idea of a usable currency system (albeit highly limited/localized).
These movements towards increased centralization and consolidation of power by key chieftains are one of the things that set the stage for Viking Activity. If you want to be powerful you need men. If you want men you need gold. If you want gold you need to raid (and of course you need men to do this... a bit of a catch-22). If you want to raid you need ships. If you want ships you need control of trees/land and craftspeople. It is a cyclical process and one that is ramping up by the late 8th century.
So there you go. Prior to Viking Activity Scandinavia is gradually coalescing around powerful figures who work to control more and more land/resources/people. The tipping point of the Viking Age comes as these figures both become more and more aware of the wider world (the Carolingian expansion into Saxony, increased trade via Frisia/England etc.) and as local "free" resources in Scandinavia begin to hit their limit necessitating a turning outward that just so happens to find lots of neighbors ripe for the picking (both in Scandinavia and of course abroad).
Some resources to look at: