The weather in Scandinavia in most parts is generally mild and pleasant. Scandinavia's climate varies from north to south and from west to east. Depending on your destination, travel weather may vary from one Scandinavian capital to the next. It is very helpful to take a look at the country-specific weather information for all the Scandinavian countries here:
Scandinavia's regions have different climates and temperatures vary widely between the regions. For example, weather in Denmark follows a marine west coast climate which is typical for its location in Europe. The same is true for the southernmost part of Sweden (see Weather in Sweden) and the milder coastal climate touches the west coast of Norway as well, affecting the weather in Norway.
Parts of the Scandinavian mountains in Norway and Sweden have an alpine tundra climate with very cold temperatures, especially in winter. Further north, in the regions of Greenland (Weather in Greenland) and Iceland (Weather in Iceland), you experience arctic climate with cold winters.
To find out what the weather during your Scandinavia vacation should be like, also take a look at Scandinavia By Month containing weather information, travel and event advice, and even season-related packing tips.