Bring your passport, even if you are en EU citizen
The key to your new life in Sweden is the kortID, an id card for foreigners. The application is handled by the organism called Skatteverket. The first steps consists in applying for a personnummer, at the skatteverket office of your choosing. A letter containing the personnumer should arrive shortly. Once received you can book an appointment for the kortID through Skatteverket’s website. Do not forget to bring your passport with you as national ID cards are not recognized as valid ID documents for administrative purposes in Sweden.
You need a swedish identity card to open a bank account, even if you are an EU citizen
Surprisingly, swedish banks do not really comply with the european directive stating that any EU citizen should be able to open a bank account in any EU country. It is technically possible but you only get a limited account and it will take longer than getting the ID card anyway. Be advised that most banks charge you for their services. I chose Handelsbanken because their web application seemed good enough for my needs and they charge slightly less than the competition. They also happen to have a branch just outside my workplace.
Tips
The rental market is overburdened
Airbnb has a number of interesting options for short/medium term accomodations but it will quickly run dry, especially if you don’t want roommates. For medium-term accomodations Qasa is probably the best(or only) option but the competition is fierce so it can take you a couple of weeks to find a place, depending on how picky/tight on your budget you are.
Once you have a personnumer it is time to register on HomeQ. This website is a private alternative to the municipal housing queues and has a reputation for being slightly faster but it will still take around 1 year to get a first hand contract.
Get yourself a Wise (previously TransferWise) debit card before you move
As mentioned earlier some time will pass before you get a swedish acount and a card. A solution to that problem is using a Wise debit card. Wise is originally a company that allowed you to make international transfers at attractive conversion rates but they recently introduced debit cards: you can create an account in the currency of interest, transfer some money (you will have to pay a small fee but the conversion rate is worth it) and voilà ! You can now pay in SEK.