According to Dudo of St. Quentin (writing early 11th century), Rollo was from Denmark.
According to the Icelandic Sagas written much later, Rollo was from Norway.
According to Richer of Reims, writing between 996 and 998, Rollo was the son of another Viking invader of France named Catillus (contradicting the Sagas which were written much later).
Every early source - Dudo, the Sagas, Richer of Reims, William of Malmesbury, Geoffrey Malaterra, etc. - can be shown to be highly flawed and untrustworthy. Basically, we cannot say if Rollo was from Norway, or Denmark or any other area controlled by the Vikings of the time. We cannot say who his parents were with even the slightest degree of certainty. It is all a guess based on untrustworthy sources.
We do not know when he actually arrived in France. It is even incorrect to call him the Duke of Normandy, as is usually done. He was the leader of the Vikings who established themselves around Rouen. He was ceded extensive lands around Rouen, and so properly called Count of Rouen or Princeps Nortmannorum (Leader of the Normans [of Rouen]). This would grow over the next two to three generations to become the Duchy of Normandy, and his grandson or great-grandson is probably the first who should be properly called Duke of Normandy.
