I've been watching the Last Kingdom and it's been making me want to play a game about Vikings.

Jotun: Valhalla Edition
Sons of Valhalla
Valhalla Hills

What genre are you interested in?

https://www.gog.com/en/game/god_of_war

Yes, the actors are from Greek mythology...but the setting is Midgard.

Edit:
Btw: https://www.gog.com/en/games?tags=vikings&order=asc%3title&hideDLCs=true

A very good turn-based game is Expeditions: Viking.
Immersive story. Good length for your money. Realistic setting, no absurd fantasies about the past.

Something older:
Hammer of the Gods

It’d be better if you specified what genres you're interested in, because there are quite a few Viking-themed games here on GOG and it’s kind of pointless to just list them all. I mean, you can even find Viking themes in some of the pinball games.

I was about to yell "THE LOST VIKINGS!!!"... but this game isn't even on GOG. *sigh*
Maybe try Star Vikings Forever instead?

Preferably something historical, though I liked Rune. That looks rad. Is it similar to HOMM?

Man, wouldn't it be fun if we could make some kind of lists of games available on GOG based on themes or settings and things like that? A sort of GOGmix, if you will? King's Bounty: Warriors of the North is very HoMM like.

Admittedly I haven't played it much but I liked the setting. There's a bit HoMM in there, a bit of Civ too. It's somewhat simplistic from what I remember. While most of the time you explore the map and build your empire and fight, your main goal is to please the gods by completing a series of quests and to achieve this before other players do.

Surprised no one mentioned Northgard.

Also, Frozenheim and Dead In Vinland, but I don't know how good these two are.

this trailer is stihl funny

A few I would suggest...

Expeditions Viking

Frozenheim

Ancestors Legacy

The Banner Saga - viking-style fantasy

Dead in Vinland

Mount & Blade: Warband has a very satisfying DLC, Viking Conquest