The only thing really difficult to acclimatize to is the language, which is hard to speak (though easy to read/write). And to some extent the weather. But Copenhagen in particular is incredibly easy to live in as a foreigner. And it is diverse enough that culture-wise you can hang out with whoever you want to, more or less; my social group includes a number of Germans, some Spaniards, some Danes, some Arabs, some Greeks, some Swedes, and some Koreans.
So there's a very communitarian mindset that is inculcated from an early age in Scandinavian children. The recent story on here around attitudes and how the USA is much more individually minded compared to Europe in general is magnified.
So the famous liberalism of Scandinavia is built on a single, illiberal act by the state which then sets up its citizens to have freedom. Whereas other countries allow parents to raise children in much more varied ways, you end up with more diversity but that can produce some nasty results.
As far as schooling goes, Denmark is more liberal than the U.S. when it comes to choice, because there are school vouchers (not sure if true in Sweden). If you prefer not to use the state system, you can get a voucher equal to the prorated per-student cost of public education, to spend on private education instead. One of my colleagues uses this to send her daughter to an English-language school, rather than a Danish-language school. The U.S. doesn't have any similar program that will let you choose a Spanish-language school over an English-language school (and there is huge political pressure against Spanish-language schooling, because it is seen as a failure to integrate into proper Americanness).
Although this all sounds a little bit communist and making everyone the same, they have a massive music industry export, so they're not losing creativity.
Also you might want to learn the difference between communism and socialism as you have it all wrong currently.
Seems a little more well-researched than the hopes and dreams of young westerners to go on a roadtrip, study or live and work in America based on watching 100 Hollywood movies.