This is very sad. Of all the Scandinavian countries, Norway is the one who least deserves this kind of threat. I really hope that this is just a couple of confused people.
After that horrific massacre a few months ago in Norway, it's quite likely that Norwegians feel vulnerable to terrorist attacks more than other Scandinavians, and thus, a threat like this will have great impact, even if the possibility of its execution is minimal. The whole point is to create fear. Very sad, indeed.