You can only do one conquest per ruler's lifetime, unless you take the "become King of X" ambition. Then you can do as many conquests as you want within that kingdom.
You can also use the Prepared Invasion on non-Norse rulers, which is good if you want to make a big land grab somewhere outside of Scandinavia.
You can reform the faith so that you can use the Holy War casus belli if you take at least three of the five holy sites (One in Norway, one in Denmark, one in Sweden, one near Hamburg, and one in Zeeland).
All in all the Norse are pretty much the easiest religion group to play as in the Old Gods start, you shouldn't have too much trouble building an empire.
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