Was he really the first Viking to convert to Orthodoxy? I've never heard that, and apparently I'm (very) distantly related to that guy on my mother's side, via her mother's family who were in Greenland for hundreds of years prior to coming to America just before my grandmother was born in the early 1920s. I didn't get any of the Viking brawn or ability to loot British monasteries, but I got a dumb Anglicized version of his name as my middle name. I'd like to support his candidacy for sainthood in order to restore some of my own dignity, on that account.
(Seriously though, that is neat if it's true. Source, please?)
Not the first convert, no. Off the top of my head, Robert I of Normandy predates Leif by a near half-century--though admitted his conversion was rather complex, I seem to recall he hedged his bets on his deathbed by sacrificing to his old gods. And there were many others, who served in the Varangian Guard under the Emperor in Constantinople, helped start the Kyivan-Rus state etc.
What is true is that Leif converted to Christianity and was tasked by King Olaf I of Norway with introducing Christianity to Greenland. Snorri Thorfinnson, reportedly born in Vinland/North America, is associated with the Christianisation of Iceland. I have not come across any evidence that clergy were a part of the attempted settlement(s) at Vinland, nor that a church was built.
In any case, we don't pick and choose who is canonised/glorified. Glorification is simply recognition of what is already apparent.