To be honest, go with Norwegian, purely because out of the three mainland Scandinavian languages (Swedish, Danish and Norwegian), it gives you the most access to the other two. Swedish speakers cannot understand Danish so well, but Norwegian speakers can understand Swedish and Danish.
Finnish is not a Scandinavian language and many would argue it's not even a Nordic language.
Icelandic would be good if you want a challenge, but only opens up Iceland to you. Danish will not open up Iceland to you at all. They are taught it at school, but few keep it up to fluency.
Faroese only opens the Faroe Islands up to you.
I've studied Icelandic at UCL, and Swedish too, so I say go for whatever. Norwegian would give you greater access to the other languages, but it is your own choice.