Heaps to do in Stockholm, but sort of depends on what you enjoy.
Obviously if shopping and stuff like that is what you want to do then it's not going to be any different than any other western country. With the exception being specific items and shops that aren’t exported from that specific country.
The real difference lies in the type of food, countryside, music and stuff like that. Go and visit stuff you have seen on TV or in a movie. Go for a walk up a mountain and stuff like that .
Visit Old Town, see the castle and all that sort of stuff.