When it comes to intern salaries it varies greatly, I've had some friends who got 10k SEK for a full summer's work and others who got 25k SEK a month. My best suggestion is that the bigger the company, the more room for negotiating a higher salary. The most important part is that you can demonstrate your value to the company, even if you're not very experienced right now. There are other facts to consider as well, like your contribution to the company culture etc.
20-25k SEK a month would give you about 15-20k SEK after taxes, which is well enough what you need to live a comfortable life in Gothenburg, although far from luxurious.
Career wise Sweden is great, especially in the capital Stockholm. Good developers are extremely hard to come by and although I can't compare it to Luxembourg I'm certain that you won't feel that your career is limited in Sweden. The taxes are sky high though, so in that sense I'd say Luxembourg wins, but Sweden has many times been voted the "startup hub of Europe". I've worked here myself for several years and both the community and the job opportunities are great.