I think British people have less pre-conceived notions about Norway, I think if you introduced yourself as being from Scandinavia people would assume Swedish (blonde, blue eyed, tall, abba, Ikea, meatballs etc.) so I'd stick to saying you were Norwegian personally.
DH is Danish but is far more of the viking persuasion than a tall blond, much to my mother's disappointment! Shamefully, a lot of British people seem to struggle to distinguish between Denmark and the Netherlands. I think the fact that Dutch starts with a letter D throws them off! but there seems to be very little knowledge beyond that.
A section see Scandinavia as some sort of utopia based on very little evidence and the epitome of cool. Like to randomly insert the letters ø or å randomly into products/restaurants as this somehow elevates their status. This drives my husband insane. Also like to quote studies showing that Denmark/Norway/Sweden are happiest places in the world. His response is it is because they have such low expectations