^^Portuguese explorers and missionaries were first. Later Dutch trade was very limited and only took place at a specific location in Nagasaki. It didn't open up again until the US forced the issue in the 1850s. After that, the closest they come to influence from formerly Norse nations is the British advisers hired during the Boshin War, but that's still not very close.
The best I can come up with for why there's any interest in Norse is that its stylistically similar to some of the traditional Japanese myths. It's hardly unique in that, though.
(EDIT: I don't know remotely enough about that period to say this with any sort of confidence, but I wouldn't be too surprised if the real answer has something to do with Norse stuff being used as a sort of substitute during the cultural restrictions imposed by the Allies after WWII. That, or there is no good explanation and everyone just does it because someone else did.)