The Church of Jesus Christ of Latter Day Saints (the Mormons) have an astounding resource. The Family History Library in Salt Lake City has books, maps, family histories, microfilms of various church records, civil records, censuses, etc. from all around the world. They also maintain much much smaller Family History Centers in a huge network of their local church buildings around the world. In these FHCs you can order copies of microform material from the main library and use their readers and other equipment to review them.
Check their webpages - they have a list of the FHCs and their locations.http://familysearch.org/
Check your local public library for good books about basic genealogy.
And be sure and look at the various webpages specific to Norwegian genealogy including -http://homepages.rootsweb.com/~norway/index.html