I do not suggest reading DJ Conways book on Norse Magick if you're wanting to go about this in a traditional way. It is not based off factual traditions, and often is very new-agey in it's approach to Norse magick.
Raven Kaldera is a great source for Norse paganism, as he sort of formulated Northern tradition paganism (which relies heavily on Norse beliefs and concepts) and Northern tradition shamanism.
As was mentioned, a good place to start is by reading the Prose and Poetic Eddas. This will introduce you to the lore and the deities that are associated with this path. Here are links for you: