When I moved to Sweden from the UK, I took an upgrade from a small city to capital city. My home city had a population of 250,000, and Stockholm is around the 1 million mark.
For me, the hardest part about moving to Sweden was getting started. All of the fuss around getting a personummer, finding a job, an apartment, getting my authorisation to live here (uppehållstillstånd) takes so much time and energy that it’s a tough transition period. But once you get past this 2-month hill (and come prepared), everything gets much easier.
Meeting new friends is hard too. Swedes are quite difficult to get in touch with as they like to keep themselves to themselves or their own social circles. Meet ups are good to meet foreigners and other expats (via Meetup.com) but these can be a little hit and miss (this is a great one).
Even after a year and a half of living here, I still find language an odd point too. I speak Swedish but still find it weird to talk English in a group of Swedes.
Everything Sweden is what I wish I had when I first moved here. A place that has all the info you need in one place, written but people who have been here and in the same situation.
I think the hardest part is just the change. Everything is new and different. It’s weird, but that’s part of the fun.
My advice to newcomers is plan ahead. Don’t just arrive and hope it will work out. Do your research at home before you come here, do all the paperwork you need in advance and in good time and then make the move.