Anything by Ibsen would be an obvious literary choice, but you want ancient stuff?
As for the very ancient Sagas: Some of the very old Viking or Norse Sagas were actually written in Iceland. This page has several of the Icelandic Sagas translated..Here’s Egils:
http://www.sagadb.org/egils_saga.en
The Icelandic language is the closest thing in the world to the language the Northern Vikings spoke in the early centuries. Norway was taken over by the Danish after the Black Death and they ruled for 400 years, changing the language spoken here forever. So, the Icelandic became ‘defacto caretakers’ of many of the old stories and certainly the language.
A book suggestion:
http://www.amazon.com/Sagas-Icelanders/dp/0670889903/ref=cm_lmf_tit_2
If you don’t want to do the ancient Saga stuff, you can read something a bit more contemporary. One of my favourite novels is Kristin Lavransdatter by Sigrid Undset. It’s a proper novel, written in 1922, but set in the Middle Ages. Truly falls under the ‘romantic novel’.
I would say that Beowulf was an ancient Saga, but it’s Old English. May have had some origin in the verbal storytelling from the Norse Countries. It’s set in Götaland (today Götaland is the name of the lower part of Sweden). Hamlet is still an English Play, though it’s set in Denmark, right? Anyway….