What name is given to the combined countries of norway, sweden, finland, and iceland?

The name your looking for would be the "Nordic" countries.  "Norden" simply means "the North," and these are countries in the northernmost section of the European continent and adjacent islands.

The languages of most Nordic countries have their roots in Old Norse, a north Germanic language spoken in those regions around the 9th to 13th centuries.  So today we have Swedish, Norwegian, Icelandic and other Nordic languages.  Finnish (spoken in Finland) is actually a language that has roots from elsewhere, from the Uralic family of languages.