"I'm sorry, I need some help," apologized Her Royal Highness Crown Princess Sonja of Norway, tugging at her husband's coat sleeve. "Darling, they're asking about the ranking while we're all traveling together."

"All" happened to be three princes and two princesses from the royal houses of Norway, Sweden and Denmark, the president of Iceland and the foreign minister of Finland, together yesterday at the White House where President and Mrs. Reagan gave a luncheon honoring Icelandic chief of state Vigdis Finnbogadottir. The "ranking" Sonja referred to had to do with protocol and who outranked whom.

"We don't really worry too much about it," said Norway's Crown Prince Harald, coming to his wife's side in the Blue Room.

"We leave it to the Americans to worry about," nodded the princess.

"But don't tell anyone," cautioned Harald.

The royal and diplomatic arrivals here from five Scandinavian countries this week began "Scandinavia Today," a widely promoted, American "celebration of Nordic culture." During the next 15 months, six American cities will be host to a diverse sampling of Scandinavian arts that includes ballet, symphony, ceramics, photography, poetry and film.

With a spectacular fireworks display over the Potomac River Tuesday night, "Scandinavia Today" was officially inaugurated and hundreds of people began swarming through the three days of in augural festivities -- from White House luncheons to art openings -- all in honor of Scandinavia. Not to mention the impressive array of aristocracy and limo entourages wending their way through the city.

Yesterday, in his luncheon toast to President Vigdis, who has emerged as somewhat of an unofficial spokeswoman for the Scandinavian nations, Reagan seemed impressed with the heavy turnout of Nordic VIPs.

"It certainly is a noteworthy occasion when a chief of state, representatives of three royal palaces and very distinguished leaders attend here today," he said.

"Our people share traits that are the product of our common frontier heritage," Reagan said. "But something all of us in this room share is the love of liberty and respect for the rights of individuals -- values that place our nations on the front line of freedom and democracy."

He said that earlier in the day he had signed proclamations designating not only the Columbus Day holiday (Oct. 11 this year) but also Leif Ericson Day (Oct. 9).

The president noted the common interest in the performing arts that he and the guest of honor share. She is a former director of the Reykjavik Municipal Theater and a teacher of French theater history. "I'm not going to tell you about 'Bedtime for Bonzo,' " Reagan cracked, as he often does, of the film in which he played a college professor trying to bring up a chimpanzee the way he might have brought up a child.

President Vigdis said that though the visit was her first, "some things look familiar to me." She said, "I became a friend of Huckleberry Finn long before knowing the sweet taste of huckleberries. The stories of Edgar Allan Poe made my heart jump with excitement. Through the immigrant stories I traveled the plains accompanied by Nordic people."

A few hours after the luncheon, President Vigdis captivated her audience at the Kennedy Center Concert Hall, where she delivered the keynote address for "Scandinavia Today." Lest there be any doubt, President Vigdis let the record show -- to much laughter -- that Christopher Columbus did not discover America.

"I don't have to remind this distinguished audience that 500 years before Christopher Columbus sailed the ocean blue, 1492, North America was discovered, explored and settled for a short time by men of Nordic origin," she explained.

The Kennedy Center program included a short Scandinavian variety show of sorts, in which members of the Royal Danish Ballet, The Tapiola Choir and the Icelandic Male Chorus performed. By 6:30, the Concert Hall had emptied and 800 regular folk of Scandinavian ancestry descended on George Washington University's Marvin Center for an informal dinner sponsored by the Scandinavian Council. It was billed as "Washington's largest Scandinavian social event." No doubt it was. Dinner was served in three seatings, with a menu that included Swedish meatballs, pickled cucumbers and Icelandic herring salad. Meanwhile, government officials and royalty scattered to various formal dinners around town.

Any protocol problems for yesterday's gatherings may have been eased somewhat last week when Denmark's Social Democratic government fell after failing to win support for emergency economic measures. Since the Danish constitution requires the reigning monarch to find a new prime minister and government, Queen Margrethe II had to bow out of the high-level Nordic delegation traveling to the United States. She became queen in January 1972, and would have had seniority over President Vigdis, who has been Iceland's head of state since June 1980.

One possible solution might have been for the queen to relinquish her rank of precedence in deference to the Icelandic president, who is here on what the White House calls a "working visit."

"We would have solved it somehow," White House Social Secretary Mabel Brandon said yesterday.

As it was, President Vigdis got the place of honor at President Reagan's right for the luncheon. They shared the long, damask-covered head table set up in the East Room with Denmark's prince consort, Prince Henrik; Sweden's Prince Bertil and his wife Princess Lilian; Finnish foreign minister Stenback; Nordic Council president Elsi Hetemaki-Olander; Vice President Bush and his wife Barbara; Secretary of State George Shultz and his wife Helena; and Norway's Prince Harald and Princess Sonja, who sat at President Reagan's left.

They talked about "different things," including Reagan's Irish ancestry, Sonja said later. "He said he didn't know anything about it until he was chosen president and then the people found out for him."

Among the other 100 guests were several governors, congressmen and senators of Scandinavian ancestry. They were seated around the room at round tables centered with yellow, blue, red and white flowers symbolizing the colors of the five Scandinavian countries. It was easy enough to spot which women at the head table were members of royalty. They were the only ones who wore hats.

After a lunch of cold curry soup, timbale of lobster and bay scallops, artichokes Florentine and champagne mousse glace'e veronique served on the Johnson china -- which matched the flowers -- Presidents Reagan and Vigdis exchanged toasts ignoring global politics.

Afterward, Reagan saw President Vigdis off and went to meet with Treasury Secretary Regan. Mrs. Reagan stayed behind to talk with Prince Bertil and Princess Lilian.

In the crowd was Danish-born pianist Victor Borge, who clowningly announced to reporters upon his arrival earlier that he was "Richard Nixon." Then turning to the White House military aide who was supposed to have announced him, Borge shook hands, asked his name, then announced to reporters that the Marine corps officer was Capt. Andrew H. Campbell.

Guest list for yesterday's White House luncheon:

Iceland

Vigdis Finnbogadottir, president of the Republic of Iceland

Ingvar Gislason, minister of education and culture

Hans G. Andersen, ambassador of Iceland, and Astridur Andersen

Birgir Thorlacius, secretary general of the ministry of education and culture, and Mrs. Thorlacius

Halldor Reynisson, secretary to the president

Sverrir Haukur Gunnlaugsson, minister-counselor of the Embassy of Iceland, and Gudny Gunnlaugsson

Olafur Egilsson, chief of protocol

Tomas Karlsson, chief of the information and cultural division, ministry for foreign affairs

Denmark

Prince Henrik, prince consort of Denmark

Lise Ostergaard, minister for cultural affairs

Otto R. Borch, ambassador of Denmark, and Astrid Borch

Lt. Col. Ulf Gabel-Jorgensen, chamberlain master of ceremonies

Preben Hansen, ambassador, undersecretary for press and cultural affairs, ministry of foreign affairs

Finland

Mr. Stenback, minister for foreign affairs, and Mrs. Stenback

Kaarina Suonio, minister of culture and science

Jaakko Iloniemi, ambassador of Finland, and Helena Iloniemi

Richard Muller, director of political affairs, ministry of foreign affairs

Norway

Crown Prince Harald

Crown Princess Sonja

Lars Roar Langslet, minister of culture

Kaare Langlete, principal aide-de-camp

Knut Hedemann, ambassador of Norway, and Gro Hedemann

Sweden

Prince Bertil

Princess Lilian

Carl Axel Petri, minister of justice

Wilhelm Wachtmeister, ambassador of Sweden, and Ulla Wachtmeister

Ulf Lundin, undersecretary, ministry of education and cultural affairs

Rep. Glenn M. Anderson (D-Calif.), and Lee Anderson

Robert O. Anderson, chairman, Atlantic Richfield Co., and Barbara Anderson

Leiv Arntzen, chairman, American Scandinavian Foundation, and Kari Arntzen

James Baker III, chief of staff and assistant to the president, and Susan Baker

Betty Beale, columnist

William J. Bennett, chairman, National Endowment for the Humanities, and Elayne Bennett

Sen. Lloyd M. Bentsen (D-Tex.) and B.A. Bentsen

Gunnar Bjorkman, publisher, Norse News, and Ruth Bjorkman

Robert D. Blackwill, acting assistant secretary of state for European affairs

Dennis Blair, staff officer, National Security Council, and Diane Blair

Victor Borge, musician, and Mrs. Borge

Marshall Brement, U.S. ambassador to Iceland, and Pamela Brement

Vice President George Bush and Barbara Bush

Jan Carlzon, president, Scandinavian Airlines Systems, and Agneta Carlzon

William P. Clark, assistant to the president for national security affairs, and Joan Clark

Michael K. Deaver, deputy chief of staff and assistant to the president

Ralph Durand, president, Sons of Norway, and Mrs. Durand

Lawrence S. Eagleburger, undersecretary of state for political affairs, and Marlene Eagleburger

Carl Tomas Edam, secretary-general, Scandinavia Today, Secretariat for Nordic Cultural Cooperation

Rep. Arlen Erdahl (R-Minn.) and Ellen Erdahl

Donald Erickson, mayor, Cheyenne, Wyo., and Jacqueline Erickson

Sigfus Erlingsson, general manager, Icelandair

Barbara Gamarekian, New York Times

Pehr G. Gyllenhammar, president, A/B Volvo

Elsi Hetemaki-Olander, president, Nordic Council of Ministers

Vaino A. Hoover, chairman, Finlandia Foundation, and Mrs. Sandra Jordan

Sen Henry M. Jackson (D-Wash.) and Helen Jackson

Sen. Roger W. Jepsen (R-Iowa) and Dee Jepsen

Thor Jorgensen, president, Icelandair

State Sen. Howard A. Knutson of Minnesota and Jerroldine Knutson

Brooke Lappin, national program director, American Scandinavian Foundation

John L. Loeb Jr., U.S. ambassador to Denmark

Edwin Meese III, counselor to the president, and Ursula Meese

Dean Nyquist, mayor of Brooklyn Center, Minn., and Mrs. Nyquist

State Rep. Evan Olsen of Utah and Mrs. Olsen

Gov. Allen I. Olson of North Dakota and Barbara Olson

State Sen. Darrell Peterson of Minnesota and Candace Peterson

Rep. Thomas E. Petri (R-Wisc.)

Gov. Robert H. Quie of Minnesota and Gretchen Quie

James Rentschler, U.S. ambassador to Malta, and Julie Cave

Gilbert A. Robinson, deputy director, CIA, and Patricia Robinson

Selwa Roosevelt, chief of protocol

Mrs. Martin Sabo, wife of Rep. Sabo (D-Minn.)

State Sen. Wayne L. Sandberg of Utah and Phyllis Sandberg

George P. Shultz, secretary of state, and Helena Shultz

Daniel J. Terra, ambassador-at-large for cultural affairs

Charles P. Tyson, deputy assistant to the president for NSC, and Kathryn Tyson

Mrs. Charles Z. Wick