Generally, I think you will feel welcome. Swedes can be a bit reserved and tough to get to know, though. We don't talk with strangers on the bus, etc. Once you get to know us, though, we tend to be genuinely friendly. (Or so I'm told.)
There is some xenophobia, but the prejudice is mostly about arabs. I think if you are a caucasian/black american you will have a blast.