This is very difficult to prove as most of the northern civilizations did not have a system of writing down their knowledge. Even when they had this, they would have been hampered, as we understand it, by their incapacity to separate myth from scientific observation, i.e., their reasons for why the length of day varied would have been different to ours. Similarly, while they would have been aware of the changing length of the day, they would have had a difficult time trying to measure this difference or to systematize these measurements into a logical arrangement.
Specific encounters with northern civilizations where this topic may have been discussed could have occurred but I've not been able to find such an example. Hence, legends are the best bet, but a look into Chukchi mythology didn't find anything where they would have reasoned their understanding for the length of a day—but this may be disproven with more research.
Systems of Knowledge
A very good overview of Western vs native science is presented in 'Mapping the Marias' where the distinctions between the two are approximated by the experience of Lewis & Clark on a fork in the Missouri:
Allen's progression, ..., is to be understood as three levels of geographical knowledge ranging from the least reliable ("desires, ambitions ... myths and traditions, ... rumor and fantasy") to logical deduction ("more or less coherent ... theoretical constructions") to field survey ("accurate data and long acquaintance ... scientific observation").
In the simplest, we could say that peoples like the Sámi and Mansi and whoever else would have used the 'least reliable' category in modern scientific parlance for the presentation of their understanding of the world. The level of 'logical deduction' would have played a role within the world as they understood it, but they wouldn't have conducted 'field surveys' of latitude, time of day, and length of day. This does not mean that they didn't understand that the length of the day changed, but rather that they wouldn't have been able to put their understanding of why this change in time occurred into a modern scientific construct.
The first account I know of which introduces a comparative point of view regarding the length of the day is Pytheas who commented on the summer sun not setting while relating these to the angle of the sun. Of course, there is uncertainty regarding where Pytheas actually sailed to (the link is to an answer of mine here where Iceland was asked about). Pytheas was an explorer: he described what he saw, which also caused some of the disbelief in the Greek commentators who read his works.
Regarding the Norse, between Akureyri and St. Anthony, in an attempt to encompass the north-to-south variance of their sailing from Europe to Vinland, the length of the day ranges from 01:29 to 00:58 in Akureyri on Jun 21 to from 11:39 to 14:42 on Dec 21 as opposed to St. Anthony's 04:55 to 21:32 on Jun 21 and 08:15 to 16:06 on Dec 21.
The north-to-south latitudinal difference in Europe for the Mediterranean sailing trips would have been greater than this. However, with a quick search I only found a reference to time of day in the sagas that detail the explorations westwards, with the length of day matching that in the Gulf of St. Lawrence, but this was a statement of fact and not a direct comparison.
Medieval Europeans—and perhaps Arabs—felt the effects of the longer day as presented by Turnbull regarding the knights of the Teutonic Order who needed a Papal dispensation to fulfil their duties during the winter day. These couldn't be considered scientific observations in the modern sense; rather these were problems of which the causes were solved. Generally, the effect of the problem was far more important than the cause.
The modern scientific method with its aptitude for measurements and observations was developed much later, and it was not until the early years of the 19th century that these were brought together in a comprehensive system to understand the world everywhere and not just locally. This would indicate that the best sources for such information on the northern peoples' understanding would be, for example, von Humboldt's 1829 expedition, but the quick overview I read indicated that the Emperor minimized von Humboldt's contact with the local people.
One of the complexities in finding solid aboriginal sources is highlighted in Siimets's summary of his understanding of the Chukchi legendarium. In it, he notes how Chukchi shamans use the power of the Moon—an opponent of the Sun—to heal and to perform spells, but are extremely wary of demonstrating anything to foreigners which may also have hampered the willingness of any prior aboriginal peoples from sharing their knowledge with foreign explorers. Also, based on that overview, in Chukchi legendarium the Sun is who gave reindeer to people. Regrettably, no specific mention of their associations with the length of the day are made there. I also looked through a short collection of Chukchi myths which, while mentioning the passing of the seasons and the association of the length of day with this, didn't specifically describe that the day would be longer further south.
Yet, one of the things we do know clearly is that both the winter and summer solstice have been known and understood as the events which mark the lengthening and shortening, respectively, of the day from then on. Solstice as an event is marked from Ireland to Oregon to Saskatchewan to Australia (incl. the Chukchi mentioned in the previous paragraph). However, an understanding of the time of the solstice does not automatically link the length of the day at solstice to one's latitude.