I can't really answer for the other Scandinavian countries, but I can make some kind of answer for Sweden.

In general, there were during the 17th century a revival of an interest of the early Medieval (often called "viking") era, as evident by the translation and publishing of Snorri's Eddas and monarch lists as well as Adam of Bremen's Gesta Hammaburgensis ecclesiae pontificum and Rimbert's Vita Anskarii (about Ansgar, a missionary introducing christianity in Svealand).

In general, it seems the interests fell into two categories - a proto-nationalistic propaganda project of which Olaus Rudbeckius was a prominent member - to justify Swedish grand power status and conquests with historical examples in which Swedish early Medieval people became conquerors and an odd mix of Biblical, Roman and Icelandic references were used to declare Sweden the home of the Goths and thus all their conquests of the Romans, while simultaniously being the original Atlantis as written about by Plato and tracing its lineage back to Biblical times as it was supposed to have been founded by and ruled by Noah's son Magog.

The other part seem to have consisted of priests writing down local oral tradition, often taking time to point out the vile paganism and heathen status of the protagonists or events they write about.

For example, Loccenius, a priest, writes in his Rerum svedcarum Historia from 1654, where the touches on the legend that Oden had appeared to urge the tired Svealanders on during the Battle of Lena 1208:

quanta fuerit in his oris borealibus diaboli ante religionem Christianam hic introductam potentia hominumque sub Odini nomine illusio.

My translation of a Swedish translation of the original latin:

It disgusts to write about a thing that looks like a fable - how large in these northern lands before the introduction of the christian religion the realm of the devil has been and the fraud of humans in the name of Oden.

At the same time, there was a renewal of interests in rune stones, which hadoften been used as building material, not seldomly in churches in the 1100s and 1200s, probably as a way to show a break with the old heathen ways and an embracement and domination of christianity.

So while we don't know what the general populace thought in detail, the general increased intehrest during the 17th century must surely have included them as well - they were the ones carrying the oral traditions written down by the priests and they were the ones finding runestones and sending for priests to have them documented, so one can assume that while the probably share dthe priests' sentiment of a rejection of paganism, there were little shame, as they seem to have been content with keeping oral traditions alive.