You might receive a lot of well-intended advice that does not take into account the social context of Scandinavia, which is a particularly hard nut to crack when it comes to casual conversations with people you don't know.
Swedes seem to be context-driven in this regard. There are certain places and activities where it's OK to strike up small talk, outside of those accepted situations, they keep to themselves. One I have found is sports, this winter I've had casual chats with about 80% of the people I come across at my local ski trails. But it's mostly at the starting point or at the car park, not while you're training. Another one is regular organised activities, e.g. check out your local friluftsfrämjandet, or activities around specific interests and hobbies, and show up somewhat consistently. Every kommun will typically have a registry of local clubs on their website, it's called a föreningsregister, read through it and see if something strikes your fancy.
Luckily, as foreigners, we typically get a bit of a pass for not being entirely up to snuff with the social rules, but knowing some Swedish will help you.
Good luck !