As Lars pointed out Scandinavian sources Ragnar Lodbrók Sigurdsson might be considered mythological in his native land.
However you must factor in the nature of contemporary Scandinavian society.
There was no worth placed upon reading or writing. And the organisation, the Christian Church, which sustained and nourished both of these skills was simply regarded as a convenient store of gold and silver, and of monks and nuns who, unarmed, were easy prey for the extensive slave markets run by the Scandinavians.
To compensate for the lack of the written word Scandinavian society relied upon an oral tradition, either Eddaic poetry or the more refined Skaldic poetry to record events and personages.
You might argue that they did possess a form of writing, dating primarily from the 6th and 7th centuries, the pictograms contained on the commemorative runestones, but scarcely amounting to 'language' to record complex events.
So, returning to Ragnar Lodbrók Sigurdsson, you will find traces of him in surviving poetry, but in the nature of verses committed to paper long after they were originally composed, these traces are often overwritten by subsequent events and by personages 'introduced' as 'colour ' into the story.
You must look for reasonably accurate accounts in the surviving contemporary or near contemporary manuscripts generated particularly by Irish and Saxon chroniclers.
After all the 'Viking' kingdoms of Jórvík, (York), Dyflin- Duibhlinn (Dublin), Wexford, Waterford, Limerick and Kingdom of Mann and the Isles, were surrounded by literate Christian society, who naturally recorded the doings of their sometimes enemies and sometimes allies.
These chronicles, often biased, and sometimes only surviving in fragments are still more reliable than primarily relying on more 'colourful' accounts contained in surviving Icelandic Eddaic and Skaldic based sagas, which often have the authentic approach of 'yellow' journalism.
Remember too that a large part of Bishop Brynjúlfr Sveinsson's library collection of these sagas which had survived into his time later perished in the Great Fire of Copenhagen, October 20-23, 1728. So survivals often are too fragmentary to cross-check events in order to compare and exclude later additions.
http://www.germanicmythology.com/original/CopenhagenFire.html
Regarding Ragnar Lodbrók Sigurdsson's wife or 'wives' or concubines. He is commonly regarded as having married three times.
The most famous perhaps of these was Aslaug Sigurdsdóttir, by whom he had Ivarr Benløs Ragnarsson, King of Dublin, better known as Ivarr the Boneless, who with his brother's Halfdan and Ubbe led the Great Heathen Army against the Kingdom of Alfred the Great, and was recorded in the Anglo Saxon Chronicles.
Ivarr himself is recorded in the Irish Annals as dying in 873 'of a sudden hideous disease'. He was buried near the Steine in Dublin, and his remains were accidentally found in the 1720's during sewer laying.
Ivarr's sons are next recorded in the Irish Annals as Uí Ímair, the people or descendants of Ivarr.
As for the putative Heluna, Princess of England, I am sorry to report that she appears to be a fictitious person. Even her name is not of Mercian origin.
However given the near impossibility of guaranteeing a blood line back to this era because of the paucity of reputable sources explained above, and multiple marriages, dalliances etc does it really matter?
But reading the chronicles/annals, easily accessable in translation, is an intriguing and fascinating way to return to that era, much more rewarding and accurate than a lazy perusal of 'Wikipedia'.
Michael
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