The best answer to this will vary with geography, but I'll make a few suggestions:
1. The spelling will almost certainly vary with time and with the language of the person referring to the place, and with the individual making the record. You have to resign yourself to the fact that there isn't a single correct spelling.
2. I try to refer to old maps or gazetteers to get a contemporaneous 'official' spelling. (Of course this is easier in some places than others.) So I would start by looking for old maps of Norway in your search for Spilleren Farm, Meløy, Norway.
3. Other contemporaneous documents (e.g. censuses or parish registers) may give you an idea of what was most commonly used. FamilySearch may give you a start on your Norwegian location.