Is it Worth to go after the likes of Scotland or Ireland? Or even England?
(not sure though as I'm at work, does Hudson Bay -> North Sea still or to the damn Western European trade node?).
Hudson bay now projects into Cheasepeak Bay. On the bright side, Cheasepeak Bay can project directly into North Europe independently of the Western Europe Node. Therefore, the Scandinavian and British regions are actually some of the few nations that can still benefit more directly from colonial expansion, instead of having to compete in Western Europe.
With Sweden, you have to break the PU and subjugate Norway and Denmark, that's going to take a while.
Or you could set your starting date to 20th of June 1448. Sweden is independent then. I'd say overall it's easier to get going as Sweden that way. You can get allies for your first war against Denmark and Norway, and also take Novgorod before Muscovy.
Eh, that's almost four lost years. You're also probably locked into your first NI set with that date as well. While that's probably the best date for a Sweden start, it's not necessarily the best way to form Scandinavia.