I do believe that each Union will inherit the ideals of its creator... so most likely either Denmark or Sweden, depending on whom ends up the dominant force in Scandinavia. The early game will undoubtedly favour Danish dominance due to their location and the fact that they have a higher population/manpower at the time. However as time goes by I've no doubt that Sweden will catch up and overcome the Danish menace and become the dominant force sometime during the 17th century. Norway at least in all my EUIII games (when I wasn't playing them anyway) tends to become a non-entity and just another annexed part of either Denmark or Sweden so I've no idea what their ideas and unification of Scandinavia would look like. Basically we've two ways Scandinavia can go: a more militaristic and land based one under Sweden, or a more naval and trade based one where Denmark is the driving force. Either way... it will be glorious.