Sweden strategy guide from the original cog

[Harvey Birdman]

Sweden 1805
Sweden’s expansionist goals are to gain control of Norway and Denmark, and then to expand at the expense of Prussia.
Sweden may need to exercise patience, waiting until the other nations are occupied before declaring war on Denmark
and Norway. At the start in 1805 Sweden is at war with France and part of the Coalition including Britain, Austria, and Russia. Sweden cannot afford a major confrontation with France. Consider cooperating closely with your British ally, setting a rally point in Batavia after the French have moved on Austria; after the British land you can march together on Ile de France (setting a new rally location for Britain).
Britain may be Sweden’s greatest impediment to gaining control of Norway. Typically Britain is the only power with the naval power sufficient to land a force in Norway to thwart a Swedish siege in Christiana. Sweden will have a hard time in combat against the British army, so it is best to wait to invade Norway when Britain is your ally or otherwise preoccupied.
If you want to be hostile toward Britain, contemplate allowing
France to pay you to attack Britain. While the French navy still exists, this has some hope of success. If you are at war with Britain, remember that they get much of their income
from merchants; if you can hunt down their merchants you can cripple the British economy. Also, Britain doesn’t get wine natively, so if you can stop them trading for it, their morale will suffer.
Sweden’s greatest threat, however, is Russia. There is little direct military action Sweden can take against Russia. Diplomacy
is the most important way of defending Sweden against Russia. Try to form a triple defense pact with Prussia
and Turkey, or perhaps Austria and Turkey. Or concentrate
on making Russia your friend. Trade routes increase the attitude between the two members of the trade route; so make several trade routes with Russia to help forge a strong bond.
Sweden needs to excel diplomatically if it is to have any chance at winning the game. It must be in all the winning coalitions, and it must not let any of its coalition partners get too much glory, which often means that it must change allies. Like Britain, Sweden suffers from low population, the depletion of which critically harms the Swedish economy. Holstein is an excellent province for Sweden to set its sites on, especially if they can also control Mecklenburg and Hanover.
Holstein has a high level of barracks at the start of 1805 and, with Mecklenburg and Hanover and Jutland, can more than double Sweden’s available population.

[Joram]

Sweden is ill-prepared to make any direct impacts in 1805.  Your best bet is to get Denmark as a protectorate early on but this is enormously difficult to do.  If you can do that, then you can perhaps become a major player and win the conventional way by force of arms.

Assuming you can't though, your best bet as Sweden is to really play spoiler.  It is possible to win by leading a grand alliance against France and then immediately going after Prussia or Russia but it is quite difficult!