You were wrongly denied boarding.
A schengen visa clearly says:
Valid For: Schengen States
Schengen States might be written differently in Norwegian language, but the idea is the same. There's NO rule which mandates first entry through country of issue.
In fact, when I once applied for a schengen visa at the German embassy (where my main stay was), I submitted flight tickets of Finnair along with the visa application (country of entry is Finland). It was not a problem to get the visa and to actually fly.
And I've done this a few other times.