Go into Uldaman and find the 3 Dwarves. Olaf, Eric "The Swift", and Baelog are all lost inside Uldaman. Those 3 Dwarves are all from another game named The Lost Vikings.

If that's not enough to pursuade you, the staff and medallion are also references. The "Staff of Tsol" and the "Medallion of Gni'kiv" are used for another quest in the same dungeon. And for you slow ones, "Tsol" and "Gni'kiv" are "Lost" and "Viking" backwards.

Olaf is also in Rock'n'Roll Racing as a secret character.