I shall infodump
Names for names, I recommend using some traditionally Nordic names that can still be used modernly. For girls, I really like the names Stina, Halwya, Astrid and Ingrid, and for boys I like Nils, Anders, Johan and Emil. The last name of the characters, since yours will be in the 1800s will be the name of the character's dad, plus their gender. For example, assuming a man named Søren has a son named Magnus and a Daughter named Freyja, His kids will be named Magnus Sørensen and Freyja Sørensdöttir
With last names, an exception includes the act of army surnaming. which means if a Scandinavian-American wanted to join the army, they had to change their last name so they don't get confused. This also meant that the surname of that character has to change for people in all of their relations (Their wife/husband, children and other relatives)
Languages : If your character speaks Swedish, just use Swedish. With Norwegian please use Nynorsk, since at the time Norway just ended their union with Denmark, and Use of Bokmål, or the Danish dialect of Norwegian was made illegal. Same thing with having a Swedish character who lives in Finland. You can use a translator for the characters language.
Countries at the time, Sweden was under an union with Norway (which is the main reason of the immigration, due to the government ignoring the lower and middle class during moments such as famines, economic problems and natural disasters) Denmark was it's country, while ruling Iceland. Finland was Russian teritorry, and Sápmi was independent but with limited freedom.