
Egil's Saga tells the story of the long and brutal life of tenth-century warrior-poet and farmer Egil Skallagrimsson: a morally ambiguous character who was at once the composer of intricately beautiful poetry, and a physical grotesque capable of staggering brutality. The saga recounts Egil's progression from youthful savagery to mature wisdom as he struggles to avenge his father's exile from Norway, defend his honour against the Norwegian King Erik Bloodaxe, and fight for the English King Athelstan in his battles against Scotland. Exploring issues as diverse as the question of loyalty, the power of poetry, and the relationship between two brothers who love the same woman, Egil's Saga is a fascinating depiction of a deeply human character.
For an early look at democracy vs mob rule the The Story of Burnt Njal is great.
For great poetry[1], adventurism and, well, funny-shaped heads, Egil's Saga is also great.
If I remember, a lot of the Sagas will reference other ones, and the style definitely gives you the sense that they were spoken for centuries before they were written down. It's also worth noting that many (most?) were written down by Christians based on the tellings. Some people think the outlook of the Christians writing down these mostly-pagan tales comes through a little more than the original telling. Sorry I don't have a source for that.
If I remember correctly many Icelanders can trace their ancestry back to the subjects of some of these Sagas.
If you decide to read some, what I found was that I was mostly lost in the first saga, but by the third or fourth in a row the style started making more sense. It gets immersive.
[1] Old Norse poetry doesn't easily translate into English but a lot of the style still comes through. They relied heavily on kennings. There's a good description on wikipedia: https://en.wikipedia.org/wiki/Kenning
“Úlfr hét maðr, sonr Bjálfa ok Hallberu, dóttur Úlfs ins óarga. Hon var systir Hallbjarnar hálftrǫlls í Hrafnistu, fǫður Ketils hængs. Úlfr var maðr svá mikill ok sterkr, at eigi váru hans jafningjar. En er hann var á unga aldri, lá hann í víkingu ok herjaði.”
* The Power Broker: Robert Moses and the Fall of New York (Robert Caro)
* Options Volatility & Pricing: Advanced Trading Strategies and Techniques (Sheldon Natenberg)
* Gotham: A History of New York City to 1898 (Edwin Burrows & Mike Wallace)
* Egil's Saga (anonymous)
* Invisible Cities (Italo Calvino)
If you have any interest in the history of New York City at all, or if you're interested in seeing an incredibly well done character study, read "The Power Broker." Probably the best biography I've ever read... Ron Chernow's biographies of J. P. Morgan, Rockefeller, and Hamilton are all great, but Caro's on Robert Moses blew me away.