This is a good overview to genealogy in Norway:
http://homepages.rootsweb.ancestry.com/~norway/articles.htmlThat IGI entry is "submitted" information, so only as good as the research done by the person who submitted the info (which, as they give his birthplace as "Trjomo", I'd take with a pinch of salt).
http://www.nationalarchives.gov.uk/catalogue/ - he naturalised in 1909, as Pedersen, Otto Monrad, aka Walter Otto Pedersen.
Important things:
Otto Monrad Pedersen, if that was his name at birth in Norway, may have a father Peder.
Or if his father was "Orliff" (Olaus? Olaf? Oluf?), at birth he might have been Otto Olafsen etc.
The name "Monrad" does not appear to be a farm name; it appears in Norwegian censuses as both a first and last name (possibly linked to families who originated outside Norway). "Monrad" could refer to Otto's mother's family, or to his father's, and might not be given as part of his name at birth.
What was his father's occupation on the marriage certificate?