There are a few in this bbc link, Ivvar, Hàlfdan...
One problem seems to be the Vikings liked to raze Churches. Knowing they could disrupt community and weaken the societies of the island by violently destroying the populations gathering places. The churches of the time also held most of the local historical writings, so that also removed the lists of who had been in charge prior to the Vikings attempt to take over with the intent to make it a new society populated and ruled by them.
The article briefly mentions that Vikings basically wiped out the Picts. Probably the only reason the Picts are even known, is from other writings including things recorded by some Romans. I'm not sure what the Picts called themselves, it was probably not anything in English.
As doom points out the Vikings preferred fighting to writing so their history of those times was often oral rather than recorded in a book that would either weigh them down, get lost or destroyed.
http://www.bbc.co.uk/history/ancient/vi ... s_01.shtml