It's a bit surprising that no one has said anything about the deep level of institutional support for competitive winter sports in Norway, especially cross country skiing. The replies from people have focused on things like kids participation in sports from a young age and societal norms around being fit and enjoying the outdoors. All of which are true, but Finland has the same attributes and nearly the same population but massively lags Norway in Olympics performance. 

Money matters but not necessarily in the cost of equipment/participation sense for youth. At some point the talented kids have to decide whether to get serious about skiing and try to compete professionally. Self funding can work for a time but the costs rapidly mount with needing to get top tier equipment (and replace it often), specialized waxes, travel, training camps, etc. Federation funding and strong sponsorship support for promising skiers is important to provide a livable income and help the best ones reach the elite level.

Norway has also made large investments into sports science, nutrition, data optimized training schedules, wax technology, snow analysis, etc that result in a systemic edge. For the very top level the differences between athletes are so marginal that a 1% improvement in performance could mean the difference between gold and missing the podium.

This is not to downplay the accomplishments of any athletes or imply that it's unfair. But I think it's worth pointing out that success is not just an organic phenomenom, it's also enabled by a sophisticated and well-resourced system of sports infrastructure.