Why is Kratos in Norseland?
Pretty much the same answer as Hansel, he walked there after destroying Greece, mostly to escape his past, the game doesn't go really deep into it but makes it clear that while he feels some of the gods/people he killed were justified, a lot of it was not, he's basically full of regret for destroying Greece and acknowledges that he went too far in his search for revenge.
Why is Kratos even alive when he stabbed himself with the Blade of Olympus?
Also mostly same answer as Hansel, the guy has survived worse, and crawled out of the underworld twice at this point, the after credits scene in GoW 3 even shows a bloody trail on the ground demonstrating that he crawled away after stabbing himself
What happened to Ghost Athena?
She shows up as a hallucination at one point in the new game, it is unclear if she is actually there or if Kratos is merely imagining her, she basically taunts Kratos and he dismisses her to save his son. Otherwise what happened to ghost Athena is left up in the air.
Am I to believe that the end of the World as shown in God of War 3 was a localized apocolypse?
Basically, yes, that is what they expect you to believe, side quests in 4 make it clear that some Greek people sailed to Midgard from Greece and wrecked their ship in the lake of the nine, including a brief nod to the hydra from GoW 1, so the idea of multiple pantheons and multiple mortal/god realms is one that is not a big secret. There's also a scene at Tyr's temple later in the game that shows images of Egyptian, Mayan, and Japanese pantheons so each pantheon seems to govern its own area. The game also alludes to Mimir, a character you travel with through part of the game, being Puck, or a similar entity, from Celtic mythology. They alter the mythology around this, i.e. rather than Atlas holding up the whole world, he was holding up only a part of it, same for Norse Mythology, the World Serpent spans just Midgard rather than the whole world.
We are pretty much left to assume the apocalypse only happened in Greece, just like Ragnarok starting in this game will likely only effect Midgard and the realms ruled by Yggdrasil. Meaning the Mayan, Egyptian, and Japanese pantheons and mortal worlds will remain largely untouched.
Why does he have a Son now and who was Mama Kratos that birthed him?
Atreus mother is named Faye, they don't really go in to their relationship, like how they met or anything like that, as she is dead when the game starts. She is described as a compassionate warrior that used the axe Kratos uses in the game before she died. They have a son because I would imagine part of trying to bury his past would be to start a new family, also if you want ALL the spoilers, read below.
There's a lot of stuff about prophecy and the giants versus the Aesir gods of Norse mythology. In the end, it turns out that Faye is actually the giant Laufey, who would probably have found Kratos penchant for god killing a major turn on considering Thor and Odin basically murdered her whole race. Anyway, so the end reveals that the giants basically predicted the whole story of the game so part of it is Kratos and his son getting wrapped up in the prophecy of Ragnarok, with Kratos setting off Fimbulwinter, the pre-cursor to Ragnarok, 100 years early, which will likely be the impetus for all the Norse gods being pissed at him in the next game.
Also, in case the mother's name didn't answer this question, it's revealed that Kratos' wife originally wanted to name their son Loki, so Kratos' son is the god Loki in Norse mythology.
