You would be trying to get to a country where it is very hard to get citizenship unless you are from the European Union.
You will always be seen as a foreigner because you will stand out form a population where at least 90% are local or at least from the country.
If you don't integrate yourself and follow the rules, both legal and social, people will disapprove.
You might have to get re-schooled if your credentials and certificates are not convertable to the local rules.
If you don't get a job within the first years or have local family in the country, you risk losing your greencard.
If you get citizenship within the first years, but don't have a job, you are likely to get rehoused in a far out area.
And in addition, it is very dark, cold and wet most of the year, so you will have to get used to that.
The Scandinavian countries work very well and are very nice for people who have family, work and generally have a positive input in the community. If you don't have this, and you are an outsider, it is a hard place to live.