Norwegians are very private people who tend to mind their own business, and most prefer not to use energy on "useless" small talks that lead nowhere. If you go into a conversation without a purpose, many will think it is useless and maybe even annoying or stressing. (who is this strange guy, and why is he rambling about the weather? what does he really want from me?)
My advice would be to get straight to the point, as most norwegians have little patience when it comes to small talking.
Maybe it's because it is so cold here, that people don't have time for bullshit

Just say you're looking for new friends and want to get to know new people, rather than talking about the weather and tv-shows or whatever, hoping it would lead to a meaningful conversation. Many would definitely still think it's kind of weird and direct, but at least people will give you a straight answer.
Personally i would find it uncomfortable before getting to know you, like, is this guy going to call me everyday and nag about hanging out? or is he more chill and laidback kind of guy?
For norwegians, finding friendship in common interests makes more sense than asking random people on a pub.
That's why i recommend finding something to attend to regularly, like a movie club or somewhere you can see people regularly, so they gradually get to know you, or at least see that you are a cool guy.
Many norwegians are skeptical to strangers, and won't give out their facebook or phone number on the first meeting.

I have gotten to know some foreigners in my time, and some of them i just had to block on social media and unfriend, because they were too demanding and intense for me. Sending messages everyday and suddenly start whining "what have i done to you?!" etc, because i did not respond for a couple of days. Desperate stuff like that is definitely not appreciated.

I definitely do not recommend having a "demanding/expecting" mindset when it comes to social settings. Be tactful and cool, and don't overdo it.
Most norwegians are deterred by "demanding" personalitites, as we are more mellow and generally chilled out. If you are expecting something, people might feel it subconciously and get a little stressed. So just relax and be cool.

The best would be to go somewhere with likeminded people and just try to mingle casually, without being too "expecting" or intruding. Maybe you find someone with the same social chemistry. Maybe a social arena with regular events, like a movie club or something like that.
I think the key is to not try too hard to search for friends actively, but rather seek arenas that attract people with the same interests as you and "casually" talk to them and see if they are interested over time. People are more likely to talk to you, if they have "seen you around".
I understand that this can be seen as very laborate and hard work, but at least it gives you real friends, if you succeed.

In my experience, this is totally wrong. Perhaps when it comes to sports and "national achievements" yes, we like to joke around and boast to provoke Sweden or Denmark.
But if an individual is doing it about himself, most norwegians would think he is a douchebag. Norway has an unwritten social rule, which we call "janteloven". (lol i didn't expect to find this on wiki! usualy it is just said as a "word of the mouth" kind of thing)
Don't take this too seriously, but basically janteloven says "don't think you're someone special, you're no better than anyone else".
Perhaps this is more the core of the social structure in norway?
At least i think politics and socialism has little to do with it. Most norwegians don't care about that stuff.

Also, maybe you just hang around with dickheads. There are a lot of repulsing douchebags in norway. They look like reality tv-stars, so it is usually very easy to avoid them. Usually they are just spoiled narcissists who watch to many reality shows and think too highly of themselves...
It should be easy to spot them and avoid them, they are usually loud mouthed and generally socially repulsive in pub-settings etc.
Just stay away from these people, they are usually very plain and useless

But i agree, we are a very introverted and private people, but also remember that it is winter now, and many people are affected by the darkness and lack of sunlight. I think most people don't even recognize it is affecting them, but i think it's undeniable that many norwegians get extra introvert and depressed during this season.
it's just how the human body works.. Little sunlight fucks with your head and mood. Why do you think black metal was invented here... it's because of the winter time and winter depression not even joking!

Summertime is undeniably much better for socialising in Norway. It's as if we transform into another species during summer.

My main theory is that it's genetically disposed being a little awkard socially, and that we are genetically used to being small village societes. Perhaps we are not (yet) very used to socializing on a bigger scale. Or maybe that's totally wrong, i dont really know.
Keep in mind Minnesota state in USA, which is very known for its awkward and strange social temepraments, as seen in Fargo, and so on.
It is no coincidence that Minnesota is the state where most Norwegian emigrants settled back then. In my mind the link is undeniable. We are simply just a bit weird and strange, and perhaps we are subconsciously shielding ourself from others, to hide our "weirdness" ?
Nah i dont really know, dude. But it is indeed a very interessting question, and very complicated to answer!
Also keep in mind this is written from my perspective, as a very heavily introverted guy.

Anyways, i hope you'll find some good friends soon! and merry christmas!