There's a fair amount of ancestry for her on geni.com: Sonja Henie. Because she comes from the same area as my ancestors, I looked for possible connections with mine, didn't see any. I did see naming not consistent with typical Norwegian naming patterns. While that lowers my confidence in the work, there are a lot of clues there to follow, many names and families, and some sources.
Her Wikipedia page: Sonja Henie