The languages spoken in Scandinavia are called North Germanic languages and include Danish, Swedish, Norwegian, Icelandic, Faroese. These languages are generally sorted into the East- (Danish, Swedish) and West-Scandinavian (Norwegian, Icelandic) languages. Finnish belongs to the Finno-Ugric language family. Also, check out the best Scandinavian language books.
Danish is a North Germanic language, on the same branch of the Indo-European family tree as Icelandic, Faroese, Norwegian, and Swedish. There are more than 5,292,000 speakers! Danish is the official language of the Kingdom of Denmark as well as the second official spoken language of the Faroe Islands (along with Faroese) and of Greenland (along with Greenlandic). Danish is also recognized in the bordering area of Germany.
Danish uses the Latin alphabet plus æ, ø, å.
Related to Icelandic and Faroese, Norwegian also hangs off of the northern Germanic branch of the Indo-European family tree. It is spoken by approx. 5,000,000. Norwegian and Swedish are among the few European tonal languages, which is a language where the tone in a syllable of two otherwise identical words can change their meaning. Norwegian is often understood in Denmark and Sweden, too.
It uses the Latin alphabet plus æ, ø, å.
Swedish is very similar to Danish and Norwegian, other North Germanic languages. There are at least 9 million speakers of Swedish. Swedish is Sweden's national language, and also one of Finland's two national languages.
Swedish uses the Latin alphabet and å, ä, ö. In history, the Swedish alphabet also used þ, æ, ø.
Icelandic is a language also part of the North Germanic languages and is related to Swedish, Norwegian, Danish/Faroese. Unfortunately, there are only 290,000 speakers nowadays. Icelandic is Iceland's official language.
Icelandic uses the Latin alphabet, plus Þ, ð, æ, á, é, í, ó, ú and ö.
Finnish is one of Finland's official languages (Swedish is the other). Finnish is also an official minority language in both Sweden and Norway where many Finnish speakers reside.
The Finnish alphabet uses the Latin alphabet and Ä, Ö. Note that Finnish distinguishes between a "standard language" (formal Finnish for media and politics} and the "spoken language" (used everywhere else).