Attacking Sweden is gamey easy mode as even with historical play, Finland is very playable. Don't worry about winter war, you can lose it, but just get ready for 1941 summer. Most of the Soviet attention is with Germany so it's usually easy enough to take Murmansk and Leningrad early in the war, then push towards Moscow and Estonia. If resistance gets tough, just dig in and wait for a better moment. Remember that you don't need to win the war alone, but just slowly push and support Germany.
Fascist government makes manpower situation easier, but unless you are playing with hard difficulty, you have enough political power to get manpower through normal recruitment. Superior firepower is always good for infantry army, but Grand Battleplan works well for Finland also. You can dig in very hard so soviets can't push you and then push forward with the planning bonus. Defend, push, defend, push and ups, here is Moscow
Forgot to add. You must lose the winter war to make peace with Soviets. Wait until Barbarossa before you seriously fight.