“We” don’t know for sure.
The sagas mention them.
Naturally we can’t trust them 100% but they do mention things like the discovery of Iceland, Greenland and north america. Discoveries that have been proven by archaeology and other sources.
But even if the person who wrote them down tried his best to be truthfully they where not written down until centuries after the events.
I also believe that some of the christian written sources mention female warriors, but not 100% sure.
But again, when a christian monk mention vikings attacking, they properly did, but many of the details can’t be trusted.
Also there are examples of viking age graves where females have been buried with weapons. Something that have traditionally been interpreted as the person being a warrior.
Weapons=warrior.
But in modern archaeology is more common to say that weapons in a grave only prove one thing… that there are weapons in the grave. That the person is a warrior is an interpretation .