Erik the Swift
Erik is the redheaded leader of the lost vikings. He is the only one of the three who can jump, and he can run much faster than the other vikings, and so is useful for scouting ahead of the other vikings. He can also use his helmet while running to destroy certain walls, and to attack hostile creatures.
Baleog the Fierce
Baleog is the only viking capable of directly attacking an enemy. His sword can be used at close range, or he can shoot arrows for a distanced attack. His arrows can also be used to hit switches remotely. Because he has no means of defending himself, a useful technique is to have Baleog hide behind Olaf's shield and shoot arrows at the enemy.
Olaf the Stout
Olaf possesses a shield which can protect from any attack or projectile. He can also hold the shield over his head, which will slow his fall so he can glide through the air. With the shield over his head, it acts as a platform that the other vikings can stand on.