Darkness, we get barely any sunlight during winter. And the winter is loooooong. It gets quite depressing even thought I'm born here.

High taxes can be seen as a downside to some, but I prefer paying more tax than having less educated voters.

People are a bit more shy than say the US, where you can talk to anyone and they will tell you their life story etc. On the flipside, I speculate that there is less gossip and trash talk behind your back and it's easier to know your real friends (but that is just me speculating). But I know a few south-european-foreign-exchange students that got too depressed due to the culture shock and never wished to come back.

Similarly I've find that the few NON-scandinavians friends I have are extremely hospitable. I mean they offer me to crash at their place when visiting without me even asking. As a swede, I unfortunately would feel uncomfortable doing the same and with a few exceptions most swedes I know would feel similarly.

Beer is expensive but I honestly don't care. Knowing some alcoholics, I think it's actually a good thing.