Sweden, whose capital is Stockholm, borders Denmark, whose capital is Copenhagen, Norway, whose capital is Oslo, and Finland, whose capital is Helsinki. In fact, it only takes you about 20 minutes to go Helsinborg, which is Sweden, Helsingør, which is Denmark, ferry.
Icelandic, Swedish, Danish and both Norwegian languages, bokmål (book language) and nynorsk (New Norwegian) are so called Norse or Scandinavian languages, which have nothing common Finnish. While Icelandic has not changed so much since the Middle Ages, the other Scandinavian languages developed so much apart that the Norse Council was established to prevent that different words are nowadays invented in Swedish, Danish and Norwegian. That is to say, whenever a new word is needed (due some invention), the same word is created in these languages. Therefore, a Dane should be able to talk to a Swede or a Norwegian his mother tongue and vice versa. However, this only works if people speak slowly and clearly. Furthermore, you have to keep mind that there are a few false friends. While the adjective "rolig" means "quiet, silent" Danish, it means something like "lively, funny" Swedish. So, if you want to go Tivoli Copenhagen, but do not remember the name this place, you should not ask a "rolig" place because you might end up at a graveyard. A tourist who speaks English, will not have any problem getting around in one these countries because Danes, Swedes and Norwegians usually speak English fluently.