I talk a little but about religion towards the end of this story about Scandinavian prosperity, geography and climate:
The most important thing about religion in Scandinavia is really that Lutheranism meant that we got public school before everybody else. Norway had public education 150 years before Britain for instance despite Britain being a far wealthier country.
Thus interestingly Nordic people began to read while it was a backwater of Western Europe. In 1870 the Nordic region was in fact the only region anywhere in the world where all people could read and write.
It is probably part of the reason why Nordic people immigrating to the US did so well. There is no difference in IQ score between Scandianvia and Southern Europe today, but back then literacy rates was low in Southern Europe and that got reflected in the results of IQ tests administred by American immigrant authorities in the early 1900s.
Scandinavians scored 20-30 points above Spanish and Portugese people back then, which may have contributed to the prejudice many Southern Europeans experienced coming to the US in the early 1900s.
It is something I plan to write more about but the very high literacy rate so early on meant that large popular movement for more democracy developer earlier in Nordic countries than elsewhere.
Literacy and high culture also became more widely adopted even among the poorer classes. My mother grew up in a working class home, with her father doing shift work at the local paper mill. He came from a dirty poor farm of share croppers. Yet he bought all the Norwegian literature classic from people like Henrik Ibsen, Kjelland, Hamsun. My fathers parents were also avid readers. The working class took a certain pride in being cultured.
Nordic intellectual culture thus differ from continental intellectual culture where you have a large elite of scholars, philosopers etc. Just look at France. In particular in Norway that was a pretty Folksy thing. Easter holiday here in Norway his both about skiing and reading crime novels. And you can see from Sweden with the plethora of childrens literature like Pippi Longstockings that there is a love of reading for children. Same with stories like the Mumien in Finland. On Iceland you got a special holiday which just involves sitting home eating chocolate and reading books.
This is an important difference from Scandinavia and other Protestant countries. Lutheranism dominated here which is not as capitalist or work ethic oriented. It is more communal. Nor has Scandianvians ever really been all that religious. So religion played an indirect role in help making us literate early and the positive things that followed from that.
Like most Norwegian I am member of the Lutheran church but I am actually an atheist. To most of us the church is a cultural institution more than a religious one. Celebreating Christimas, Easter etc is important parts of my cultural heritage which is tied up with Christianity.
Working class literacy has been noticable even in modern times. E.g. when Americans came to Norway in the 1970s to help build our oil industry what quickly made news here and puzzled people was how many American oil workers could not properly read and write. Many were from the South, so it may be different in Northern States. For the Norwegian working class that was an unknown thing. The Norwegian labour movement has been very education oriented. They ran their own training programs to educate the working class. It was seen as important in furthering power and influence for the working class.
I was also surprised when I lived in the US and visisted people how much more rare it seemed for people to read. I didn't see much books in people bookshelves or newspapers on the desk. I have no idea what it is like today. This was 20 years ago.
But I also notice it in media whether watching British or American news. You don't see quite the same obsession among political leaders regarding reading as you often find here. But it a perhaps also because literature was part of nation building here.
Most of the money in Norway has traditionally had authors on them. A bit like Americans rever their founding fathers Norwegians tend to rever their authors. They are on the money, street names and the national consciousness.
So to make a long story short. I don't think Nordics can be thought of quite like hard working like Americans, Germans or American enterpeneurship. Nordic success is more built on an educated working class.