Cool! Did you take the decision to go feudal yet, or are you still tribal? I find when playing as a tribal people that getting the necessary requirements can be tricky!
I became feudal as soon as I formed Scandinavia, since I wanted to get rid of gavelkind as soon as I could. Most of Scandinavia is still tribal - especially the Finnish lands to the East and the Sami lands to the North - but Denmark as a whole and the south of Norway and Sweden, as well as the Dutch and German lands (that I conquered because there were holy sites there) and Pomerania (that my vassals basically holy warred between themselves without me even doing anything) are feudal.
The empire is almost wholly Germanic - the Dutch, the Finns, the Germans and the Sami have maintained their ethnicity but abandoned their own faiths rather quickly; Denmark, Norway and Sweden are all held by different branches of the Knytling, Finland is ruled by a descendant of Hvitserk, while I gave Sapmi to a descendant of Bjorn Ironside; the Yngling are almost extinct, I matrilineally married their last descendant (a very young girl) to one of my lowborn courtiers, maybe I'll give them the Kingdom of Pomerania in the future.