The name "Thelma" is derived from the Greek word "thelema", which means "will" or "volition". In Classical Greek, "thelema" refers rather to "appetitive will" or "desire", while in Christian writings, "thelema" refers to the will of God.
On Thelma's phone you can see Anja's full name, and on the monitor at the doctor's when Thelma is having tests done to her, you can see Thelma's full name. Anja's full name is Anja Adams Lie, and Thelma's is Thelma Eva Brenne. "Adams and Eva"... Adam and Eve. Also, "Brenne" means "to burn" in Norwegian, which ties into the witch theme that was more prominent in earlier drafts of the screenplay, but is still a minor theme in the final film.
Norway's submission for the Foreign Language Film Award of the 90th Annual Academy Awards; however, the movie did *not* receive a nomination.
The scene where Thelma and Anja are smoking on the balcony is improvised.