Logistics was not on their side.

You can easily sail with a fleet of several hundred longships across smaller bodies of water like the North Sea and concentrate enough power to threaten existing kingdoms on the other side. This is a journey of ~ 3 days, and under optimal conditions, they could make it across in a day and a half.

Sending even a tenth of that force across the Northern Atlantic, with its different weather patterns, longer distances, icebergs and very few places to replenish your resources (Iceland yes, Greenland maybe - they lived fairly on the edge as it was, with not much of a food surplus), was not feasible. A few ships could do it, but a few ships means a few people, and in the Americas, which were settled by other people already, it meant that you were a somewhat weak guest to someone else's territory, and you could always be thrown out or made to leave.

They didn't develop ships suitable for crossing the Atlantic.

You and a group of your buddies would get together while you were young, build boats, and go be pirates for a while until it was time to settle down somewhere.

There isn't a straightforward transition to the larger amount of organization and economy needed to build the larger more sophisticated ships to cross the Atlantic and land somewhere southerly enough to meaningfully colonize.

The English didn't have the easiest time of it, despite substantially more advanced technology, much better resources backing up the whole enterprise, and a native population devastated by diseases brought earlier by the Spanish.

I blame it all on one guy. What if that plonker who broke ranks on the English side during the battle of Hastings after the English had successfully held the high ground against the French all day stayed in bed that morning, and William the Conqueror just had to bugger off back where he came from? The British Isles turn away from Europe and develop stronger ties with Scandinavian countries over the ensuing centuries. A kingdom of the north eventually extends to encompass Iceland, Greenland, Newfoundland, and the Iroquois confederation well before Columbus. With first contact happening at a time when neither side has any technological advantage, the relationship becomes more of an alliance than a colonization. I don't know how to extrapolate further except to imagine that the world looks very different.

they did