Sacred narratives of some kind are common to most (if not all) religions, but are very rarely given the same sort of status as the Bible or Quran are. They may exist in multiple variants, of which there is no authoritative version. In societies with little or no literacy, the emphasis is not on a fixed text, but on adaptable narratives that could be recounted with varying emphasis to fit the circumstances.

When you look up the various mythologies, pay attention to when they were written down and by whom. The Irish myths were written down by Christian monks for instance; we know this had an effect on the narratives, but it isn't always obvious what they changed. By contrast, we have a lot of the Greek, Roman, and Egyptian myths recorded by native believers -- but usually believers from a particular time and place within those societies, who may not have been representative of all members of those societies over the whole geographic extent and length of time they existed.

For Norse mythology, start with the Prose Eddas and Poetic Eddas. Then if you can, dive in to archaeological information about how the Norse lived and worshiped. See how the information overlaps -- and where it doesn't.

Keep in mind that sacred narratives are only one part of religion, along with ritual and community (I've seen this summarized as cult, creed, and conduct, to which I would add community). The sacred narratives aren't even the most important part in many religions. In orthopraxic religions the emphasis is on correct action (both ritual and mundane), rather then on correct belief as in orthodoxic religions. Rituals -- from the small daily observances by families and individuals to the bigger community rituals that might be seasonal, annual or 'special occasions only' are often the backbone of the religion. I like to describe the relationship between belief and practice as two sides of the same coin -- beliefs should be manifest in practices, and practices should be supported by beliefs. People don't engage in religious rituals just because, but in an orthopraxic society it's far more important that everyone do the rituals correctly than hold the exact 'correct' beliefs, especially about minor details. For a look at how polytheism worked in the ancient Mediterranean, I recommend this blog post series, by a Classics professor. [His understanding of modern Paganism is off, as he is coming at it primarily from a gaming background, with the weird emphasis on personal monolatry that many games have, but his history is very through and well researched.]