Update: I found a very useful page with information and sub choices on the Norns: Reddit Norns Wiki Page. If you search for their YouTube videos ("ウルドpt", "ヴェルダンディpt" or "スクルドpt"), you'll notice that most of the subs are just of their main color.
Wiki page on Norns
Stats over at Puzzle Dragon X
They have really interesting Leader Skills with the blue Skuld (the rarer of the 3) standing out for me as she is able to use U&Y and Karin. All 3 benefit from the new "Knight 2 Series" though with perfect color typing. I think the Norns as leaders, are all pretty Rare Egg Machine dependent until more ultimate evolutions and new cards are introduced. (Currently, Urd can use Siegfried, the blue heartbreaker but the main colors are swapped which is awkward. Verdandi is the only one that with matching heartbreaker in Chulainn) As subs, Norns can fill in for mono color teams as well as the Tri-colour Chinese Goddess. (those with lower number of awakenings as well as easier activation)
GameWith Norns' Team suggestions are already up. Good luck to everyone rolling for them!
