This appears to be the kernel of truth behind the headline:

A new analysis of the classic Icelandic Sagas (Islendingasagur) has unearthed the following counsel: "Icelanders who want to practise robbery are advised to go there ... but it may cost them their life."
I'd be surprised if there weren't some Norsemen who were afraid of some Scots at some time, but I'm not sure this bit of practical advice counts as even a single instance of such.