I usually have my campaigns start at Þýdal. It is a small village deep in mountainous Norway. By starting in a small village there is ample opportunity to go on typical beginner adventures without having to create or learn a whole bunch of buildings, people, and lore - it can be kept simple enough for everyone to understand it in its entirety.
Other locations of note include:
- Orkanger, which is comprised mostly of sea elves and humans
- Niðaróss, which is the largest town in the area
See also Viking Age populated places on Wikipedia.