tl;dr: Greenlandic Inuits might have mad some oral traditions of the Europeans (Norse Greenlanders) before the 're-'settlement of the Danes into Greenland in the 18th century, but they were firstly recorded in the late 19th century, and that's all we know about the extant oral traditions of the first people on the Norse people AFAIK they are extant now.

• /u/poob1x posted an extensive answer in What is our best guess on who the Skraelings were?
• I also wrote a brief note in Are there any myths/legends/oral histories of the native American societies about the arrival and interaction if the Vikings with them?