Don't come to Sweden without a job. Even then, Sweden is one of the most difficult countries in Europe to migrate to. Society is extremely conservative, and social opportunities to "get to know" Swedes are limited.
Without a solid job offer, you are in trouble. Sweden is having a job crisis at the moment, and only Swedes are being hired. Are you a working professional with a solid CV? No-one cares, there are no jobs for you. Have 10 years experience in a sector? Sorry, you need a Swedish qualification for that job.
Please note that I am employed, integrated, and super happy here. But I have met 100s of expats whose dreams have been crushed by the Swedish system and by the limited social opportunities.