The name Scandinavia come from the Skandage body of water sandwiched between Norway, Sweden, and Jutland. The culture of Scandinavian countries are very close and the languages mutually intelligible. The difference between Danish and Norwegian language are not bigger than the difference between English and American English, even though Swedish is slightly different. The Scandinavian languages are North Germanic, strongly influated by Low Saxon (German).
The Finno-Ugric language of Finland is entirely unrelated with Scandinavian language, although most people in Finland also speak Swedish, as Finland formerly was a Swedish
colony. The language of Iceland is actually Old Norse (spoken in Scandinavia 1000 years ago and also closely related to Old English). Iceland was a Norwegian and then Danish colony until 1944.
See also: [[:fr:Scandinavie]], [[:WikiPedia:Nordic countries]]