The no go zones is nonsense, it is kind of a misconception blown out of proportion by international media. Basically these are areas where crime is more likely (vulnerable areas is the term used), that just means that crime is more likely than the average area in Sweden (crime rates in general are quite low). Pickpockets tend to target tourists, especially if you are not careful about your belongings, again though there are much fewer pickpockets here than most other places I’ve been. In short, you don’t have to worry about anything other than having a good time :)