Olaf had a small army and was determined to accomplish great deeds. As a young man in 1008 he attacked an Estonian island, defeating the Osilians. He then sailed to the coast of Finland where he was ambushed, but he survived. He also went (according to Snorri Sturluson's Heimskringla) to the Baltics, to Denmark, and to England where he is given credit for destroying London Bridge (see the post London Bridge is Falling Down).
Snorri says that Olaf helped Æthelred to drive the Danes out of England, but he could not defeat Cnut. Failing in England, he decided to return to Norway and conquer the whole country. Norway had by this time been divided into a Swedish side governed by Sveinn Hákonarson and a Danish part governed by Eiríkr Hákonarson. Eiríkr was off in England with his brother-in-law Cnut, so Olaf saw an opportunity. He went to Norway and contacted the smaller kings of the Upland districts, gaining their support in uniting Norway under one ruler.
Norway already had a man who considered himself the de facto ruler, Earl Sweyn, technically co-ruler with Eiríkr Hákonarson, who was his half-brother. Sweyn's forces were defeated at the Battle of Nesjar in 1016. Olaf then went on to defeat the petty kings of the southern districts and made peace with King Olof Skötkonung of Sweden, marrying Olof's (illegitimate) daughter, Astrid (the only woman to have a praise poem written to her, but we will explain that much later).
Things were looking good for Olaf, but his fortunes were to rise and fall, especially since Cnut was not pleased with him. We'll save that chapter for next time.