"The Wanderer" is a kenning (a figurative allusion heavily used in Norse poetry) for Odin.
Judith approaches Athelstan and asks that he hear her confessor since the Bishop, her usual confessor, is not there. Confessing to a priest only became Church doctrine 1215 following the Fourth Lateran Council.
In this episode, King Ecbert, having been taught by Athelstan, is now able to converse in Old Norse with Lagertha as seen in the scene where he offered the lump of soil to her as a gift.
During the torture questioning by Aethelwulf of the Mercian soldier, the soldier refers to an Iron Age fort. The term Iron Age and his reference to a Hillfort are 20th century terms used in archeology. Ancient English (AD410-AD1066) citizens would not make such references.