Tyr's vault has mementos from Greece and Egypt, which I feel is a certain nod to the fact that their universe has gods from multiple mythologies each having control over their particular domains.So, after finishing the game on Tuesday, I still have no fucking idea why Kratos is now in Norway and how both the Norse and Greek gods existed simultaneously when their lore doesn't indicate that was possible in any way. It just comes off as hand waving just to get Kratos to have a "Viking beard" and in a "Norse setting" because Vikings are the new black lately. Even Baldur's speech at the beginning makes it sound like he's talking about how the Greek pantheon were supposedly the more enlightened ones.
What?
"Midgard" is just Earth. So he moved away from Earth to migrate to Earth? Makes sense...
You don't just move a few thousand miles away and suddenly exit the domain of gods that supposedly created the heavens into another. They never mentioned there being alternate universes or realities, or "Many Midgards" either similarly to how the realms exist in this game.
In a game where a giant, bearded, talking, time traveling aquatic snake's stomach is featured as a playable level, the idea that Zeus and Odin coexist in different parts of the world doesn't seem all that far fetched.