These are some really good ideas, and thanks for the tips- there were a lot of first names that I liked that could perhaps be last names, and I didn't know that 'son' was a scandinavian thing, I'll get down to writing up a list now. It's difficult to start with last names because there's too much variety, unfortunately all my 'family' names are kinda... Lame, plus, I don't really associate with the 'outer' family.
I have some Scandinavian contacts so I'll make sure to ask them about pronunciation. I love the mythology, and the names, and would like to move to one of the countries some day because they seem so well run. Unfortunately I don't have any actual blood connection, as far as I know- I'm a Polish/Russian/Gypsy on my mother's side, and Irish/British/Who knows on my fathers side ;P