Well, first off, Thorfinn. His development from a bitter and revenge - hungry boy to a more peaceful man is what the story often focuses on. Askeladd is a character that you can't ignore. He has a major impact on Thorfinn's actions and decisions in the early parts of the story. Canute is important for the political and religious aspects. His rise to power and his religious beliefs are important elements. And there are also characters like Thors, Thorfinn's father, whose actions and values in the past still echo in the story and have influenced Thorfinn in many ways.
Yes, Vinland Saga is based on some historical elements. It draws inspiration from the Viking Age and the Norse exploration. However, it also contains fictional elements for the sake of storytelling, like the personal adventures and relationships of the characters. But the backdrop of Vikings sailing, their culture, and the idea of a land like Vinland are rooted in historical research.
Sure, the Vinland Saga manga is complete. It took some time to wrap up, but now readers have the full story at their disposal. Different people have different opinions on how well the ending tied everything together, but it's definitely worth checking out.