The Nords are a fairly religious bunch, as a whole. While by no means is every Nord a priest or priestess, their religion pervades and helps shape their entire culture. For a detailed story and outline of the primary Nordic religion, see the Creation Myth.
Suffice it to say that while some aspects of their religion are now widely regarded as purely narrative, many Nords will still utter prayers to the Pantheon with just as much conviction.
Owing somewhat to religion, you can also read about several of the Holidays and Festivals celebrated.