Technically not the first but it's the most serious and professional NFT project I've come across from Sweden.
https://www.dreamfng.com/DreamFNG is a mixture between the best contemporary art and music by Jonas Quant with the support of Borg & Lundell and Daniel Daboczy, influential players in Sweden, and it is also backed by the Singapore Based Digital Assets and Blockchain Specialists: Technicorum Group.
I had an interview with the CEO @ Technicorum on my podcast 21st Century Freak about the project: linktr.ee/edwardveem
The projects is getting a lot of media attention, even mentioned here:
https://news.bitcoin.com/tokenized-jack-dorsey-tweet-sells-for-2-9m-funds-from-nft-auction-will-be-sent-to-charity/May be worth investing if you have the ETH