Theory:

Away, away in the Northland,         
Where the hours of the day are few,
And the nights are so long in winter
That they cannot sleep them through;
Explanation:
 
"The Legend of Northland" is a ballad that narrates a story in a poetic form. The poem begins with the speaker introducing the setting of the poem- the Northland. The Northland refers to the Scandinavian peninsula comprising of the northern European countries that include Denmark, Norway, and Sweden. As mentioned in the introduction, the ballad narrates a story inspired from a Norwegian fairy tale called "Gertrude's Bird".
 
Dryocopus_martius gertrude's bird.jpg
The poem is drawn from the Norwegian fairy tale called "Gertrude's Bird"***
 
Coming back to the poem, the line "away, away in the Northland" apparently creates a sense of curiosity and anticipation in the readers. The readers realise that they are in for a story, possibly one that involves magic and fantasy
 
The speaker begins the poem by repeating the word "away". She says, "away, away" to stress the fact that the story that the poem is about to narrate is both physically and temporally removed from reality. That is, the story had taken place in a foreign land and possibly ages ago. The line is similar to the phrases such as "long, long ago" or "once upon a time", which is characteristic of fairy tales. These lines indicate that the story is not limited to any timeline.
 
The speaker further describes the place "the Northland" to the listeners. She explains how the winters in the Northland are extremely cold. The daytime is also drastically shorter than the night during the winters. For instance, 'there are days when the sun rises only around 9 in the morning, yet it sets soon after 3 in the evening. So the people in Northland gets only about 6 hours of daylight a day'.**
 
It is common for the temperature to fall as the night settles in. Given that Norway (Northland) has drastically longer nights during the winters, 'temperature often drops way beyond zero'*. As a result, the longer and colder the night gets, the harder it gets for people to sleep.
 
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The nights are longer and colder during the winter
 
Moreover, though people experience about 18 hours of nighttime during winters, it is not necessary that they would sleep through it. Norway experiences diverse climatic conditions. For instance, while they have shorter days during winters, they have longer days during the summer. It can get worse because summers may include periods when the sun never sets. So there is, basically, no night! Hence, the natural and biological clocks may find it more challenging to come into an agreement. As a result, during the winters, the nights are so longer than what people are accustomed to that they can never sleep through them.
 
Hence, the line "and the nights are so long in winter that they cannot sleep them through" can mean two things:
  • the night is so cold that the people find it hard to sleep
  • the night is longer than usual that people cannot sleep through the entire night
  
Meanings of difficult words:
 
S.No
Words
Meanings
1
NorthlandBelonging or relating to a group of northern European countries that includes Denmark, Norway, and Sweden
2
BalladA poem or song narrating a story in short stanzas
3
LegendA very old and popular story regarded as historical although not verifiable