I have been to each of these countries and loved every minute. I have made friends with people in neighborhoods in each country(but will they remember me?). The cities I have visited are Trondheim, Norway; Aarhus, Denmark; Göteborg, Sweden, and Helsinki, Finland. I also know a bit of each language.
Denmark is particularly difficult to immigrate to; I’m sorry to say it, but their attitude is rather xenophobic.
The Finnish language is nearly impossible to learn for anyone who didn’t learn it from birth.
Try Sweden or Norway. It won’t necessarily be easy, though. You have to demonstrate that you have skills that they don’t have in their own population.