Scandinavia is not a nation as Rodimus writes, but is a reference to the Scandinavian penninsula or the three countries that are referred to as the Scandinavian countries, Norway, Sweden and Denmark.
After establishment of the Nordic Council some 50 years ago, a new term arose, The Nordic Countries - which also includes Iceland and Finland.
To the question about Vikings. They came from the three Scandinavian countries.
Of course they made an certain influence in Finland, and that is a topic very much overlooked. There is a great article about Finns and Vikings on AE's main site HERE.
~ Northman