Disclaimer: I do not own the Marvel characters used here. I also didn't do the actual research for these names; see below.
These are all real Old Norse bynames from the Landnámabók, an ancient census-type document. I found them through the excellent research of Sara L. Uckelman (aka Aryanhwy merch Catmael) at ellipsis dot cx / ~liana / names / norse / vikbynames dot html. I've probably made some mistakes, especially concerning gender, so please excuse that.
Of course it was Natasha who noticed first. "What'd you call me?" she asked casually, but the tilt of her head said the answer had better be something flattering and respectful.
Thor's eyebrows drew together. "Natasha in rauđa. It merely means—"
She stopped him with a raised hand. He watched while she though, eyes moving as if reading an invisible page. After a moment she said, "Red? Just Natasha the Red?"
"Just so," he answered with a nod. Then he grinned, and after that everyone noticed.
Tony used random nicknames a lot, but at least those were in English. When Thor used them, the only one everybody could understand was when he called Jane lamba. They all just had to trust that when he laughed and called them "Clint skytja" or "Spak-Bruce" he was being comradely and kind, and not actually mocking them.
Eventually, not being able to understand drove Natasha a little crazy. So she waited until he used a name that she thought would be easy to spell—stjarna wasn't too hard, and the alliteration with Steve made it easier to remember—and then turned to the internet.
The next time they were all together, she passed around copies of the list she'd made. Darcy took one look, demanded, "You called me WHAT?" and launched herself at Thor.
Some of the Things Thor mjǫksiglandi Has Been Calling Us
bogsveigir archer
gleđill fun, good cheer
hersir chieftain, leader
hvalmagi whale-might
járnsíđa iron-side
knarrarbringa merchant-ship bosom
in kyrra gentle, quiet
lamba lamb
mjǫksiglandi far-travelling
in rauđa red
skytja marksman
smiđr smith
Spak- wise
stjarna star
þegjanda silent