You're doing fine, believe me, although I don't think Nordic people had henges. I think they're exclusive to the Celtic Druids. Henges in the real world are supposed to be a major hub for a magical power network known as "lay lines", that criss-cross not only the British Isles but they believe the whole world too!
The culture that raised standing stones was Neolithic--
i.e. way pre-Celtic. You can find their megaliths and henges in Ireland, Scotland, Orkney, and Bretagne in addition to England and Wales. Ley lines are a modern idea, first posited by an antiquarian named Watkins in the 1920s. The vast majority of professional archaeologists think it's a rubbish idea.
Also, I feel the need to add that "henge" refers to a type of earthwork and not to the standing stones.
The standing stones in Skyrim seem to be there because they look cool and they evoke the feeling of immense age rather than for any strict functional purpose.