I finished episode three last night. So far, it's pretty cool.
There are no comparisons to the Sopranos outside of one actor shared in both shows. If there is anything to compare it to, it would be the movie My Blue Heaven.
My favorite part about it is its authenticity to the Norwegian culture. Almost all of the actors, the locale, everything is done properly. That makes this feel more like a serious show than "Silvio goes to Norway" as some people have described it.
I am watching it all now. Part of me just enjoys the idea of a show making it outside of traditional means. Especially when you consider the way the big networks cancel shows without giving them a chance, as we often complain about every new season. That is after we complain about how lame the shows sound in the first place.