http://tvtropes.org/pmwiki/pmwiki.php/WMG/TheBannerSaga

Tryggvi used to be a Mender

It's a stretch, but Tryggvi's spear is covered with carvings and symbols, like menders to to their staves/spears.Leaving the Kragsmen for Skogr isn't exactly a major step up, and it's a long way to go. It would make more sense that he left to become a mender instead. While there, he was one of the victims of Juno's mind control, hence why he's crazy. This would also explain his knack for predicting the future and leaning on the fourth wall. He's either remembering fragments of prophecies or the things Juno did to him allowed him to see the weave of the world, including the fact that he's in a story. After Juno was sentenced to death, he went to the furthest town in the middle of nowhere to escape from it all, Skogr. Also, his weapon of choice is a spear, which two other menders (Juno and Zephr) are seen using.

Skogr is full of people running from the past

Iver and Tryggvi are both there to escape their past. It wouldn't exactly be a stretch for many a soul to find their way to the town at the very edge of civilisation.

Yrsa is Ludin's Mother

To be sure she looks a little young, but if she had Ludin when she was 16 she could be in her late 30s with Ludin in his late teens at the time of the game. A prince in warrior society could certainly be expected to take on the sort of diplomatic and military powers and responsibilities assigned to Ludin. A teen-aged Ludin helps make sense of his peculiarly grating personality which owes a lot to not taking seriously the military knowledge (and sometimes the political insights) of the Varl seriously, whom he really should recognize probably know better on account of their LONG experience. To get back to Yrsa though this helps explain her particularly emphatic but largely unexplored attachment to Ludin, and his similarly understated but intense devotion to her. It does so in a way that's less obvious than having them be lovers (and it would be consistent with Ludin's general dickishness to advertise his having a concubine). They even have a certain subtle resemblance in how their hair looks. Interestingly (and perhaps a consideration against the theory) Yrsa isn't queen, or at least not in any recognizable sense, but her behavior would have an even more intense emotional logic if she were a low status concubine who happened by good luck or bad to have still ended up the mother of the heir apparent. There's no less positive evidence for this then for any other relationship but it would be less obvious than them being lovers and seems to fit with the less romantic character of Banner Saga's Fantasy