Had an amazing time experiencing the Preikestolen hike with Outdoorlife Norway. They were helpful throughout the whole process - our guide provided several convenient pickup places, motivated people who struggled, and actively worked to create a positive environment. The weather made having a guide imperative, especially for us who'd never hiked the trail before. For a winter hike, I highly recommend Outdoorlife.
The hike itself was beautiful, snow and fog surrounded us and it felt like a movie scene. The view at the top on a foggy day is awe-inspiring, and despite how amazing the pictures were they don't do it justice.
I recommend preparing waterproof clothing (cloves, boots, jacket, and pants). They offer rentals of each, but you can save money by being prepared. A change of clothes can help if you aren't comfortable with being wet by the time you're at the bottom.