Some sources to start with are his Wikipedia page and the popular science book about him by Alan Cutler, ''The Seashell and the Mountaintop' available from Amazon. Fr. Jaki has also written on Blessed Niels and Dr. Thursday provides some long excerpts about him here.
Here are Fr. Jaki's concluding comments:
[Steno's] caution stood him in good stead. It earned him three centuries later the praise of another great Danish man of science, Niels Bohr, who commended his forebear's openmindedness in recognizing the great inadequacies in man's knowledge of his brain. Happily for science, Steno's openmindedness is still alive in many leaders of science and causes them to reach conclusions hardly different from his.
[S.L. Jaki, Brain, Mind and Computers, pp. 120-121]