This is a series where following events on a map is quite helpful. The King of Denmark is currently seeking to conquer all of England. The beginning of the series and the 'call to war' comes when the English resist being conquered and ambush some of the invading Danish troops on a day when they are not wearing armour. The Danish King becomes enraged and redoubles this conquest plans by calling even more of his allies to war. The reason they kept mentioning England in the last episode is because as far as they know, Floki and his troops are recruiting most of the men of Thor's village in Iceland to join with troops in Norway ready for a new invasion of England. It's a bit more nuanced than that, but that's the basic gist of it.