From some indeterminate time in the early middle ages, the Latin name Dacia came to refer to Denmark (while still being used to refer to the Roman province, as well). Nobody seems to be exactly certain when this began, but Dudo certainly refers to "the Dacian tongue" spoken by the northmen. The general consensus among scholars is that this confusion was caused by the fact that Dacia-the-Roman-province was familiar to the mediaeval geographers, while Denmark was not - one imagines them frantically trying to figure out who these strange raiders were, and where they came from. A more correct Latin form of Danmark would be Dania, but this never really caught on.
Runic alphabets were also unfamiliar, and often misidentified as Syriac or Chaldean by mystified scholars of the time.