I don't have much info, what can I find out?

Hi! My great great grandfather was from Norway (so I'm told). In 1901 there is no mention of anyone by his name on the UK census, but in 1905 (aged 22 years)he married my great great grandmother in Hull (his name was Halvdan Andreas Olsen) but in all certificates since then his name is changed to Alfred Olsen. Also on his marriage certificate it says his faters name was Martin (deceased). I don't know where to go from here as this is all the information I've been given ( well almost, apart form he used to play bowls and he apparently had to sign the alien book for the war, but I also can't find any info on this either). If anyone can give me any advice or info to help me out I would be very grateful. Sprogg XX