Stephen McNallen’s path to founding a racist, whites-only church now headquartered in the foothills north of Sacramento started with fantasy novels and, eventually, found a measure of infamy through the discovery of an ancient skeleton McNallen, the 73-year-old founder of the Asatru Folk Assembly, was an avid reader of sword-and-sorcery novels like “Conan the Barbarian” when he was in college in the late 1960s in Wichita Falls, Texas. One summer in a corner of a bookstore, he found something that would put him on the path to creating a U.S.-based church that worships Norse gods such as Thor and Odin...