I've heard very conflicting things about this. Some say their presence in old accounts are just mythology, to be taken no more seriously than accounts of trolls and sorcery, which are also definitely present in the Icelandic Sagas. Others say that there are legitimate historical accounts of warrior women being found among fallen Norsemen after battles.
I do know that graves have been found, in which a woman has been buried with weapons and armour, so a woman fighting was a thing that HAPPENED, but were those cases utter outliers rather than indicative of a wider phenomenon?
You may want to look at this old answer (EDIT: by u/Mediaevumed), though there's much more to say: https://www.reddit.com/r/AskHistorians/comments/1zq4mv/to_what_extent_did_women_participate_in_viking/
To address some of the recent events in the time since then: the most significant find was the Birka burial, Bj. 581. What the researchers did was a genomic analysis on a grave excavated in 1878, which was typically interpreted as a high-status male warrior grave, due to the fact that it was "one of only two burials on the entire island to contain a full complement of weapons." (Price et al. 2019). The genomic testing showed she was biologically female. This was.. controversial. Judith Jesch argued, I think unpersuasively, that the initial result should not be accepted; I heard Neil Price explain the find at a public lecture and he was quite persuasive. However, the controversy caused by the 2017 articles caused a followup last year, which is what I am mostly drawing from.
Now, was this buried person a "shieldmaiden", in the sense of the Valkyrjur or in Hervarar saga? Well... we don't really know that! The authors of the study admit this: the skeleton is of someone with two X chromosomes, but... well, trans people exist, and the authors specifically address that reading. They also acknowledge on of Judith Jesch's points; that grave goods are very rarely the inhabitant's own possessions, and so Bj. 581 may have been a warrior "in a symbolic sense" (Price et al 2019). They do believe, however, and I agree, that it is more likely that the inhabitant of this grave was a high-status warrior, as over a century of archaeology has argued when the grave was thought to contain a male body.
As to whether this was anomalous, I'm not equipped to answer that at the moment; This is one of the most hot-button issues in the field right now, though. Books are still forthcoming; Jóhanna Katrín Friðriksdóttir's new book Valkyrie: The Women of the Viking World comes out this week (April 2nd release date), and will likely be a significant contribution to that discussion. Additionally, Leszek Gardela has an ongoing project The Amazons of the North that is a good place for further looking on the subject.