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Malmo and its country Sweden have a rich history of Vikings settling down and creating commercial trade centers, being masters at sea and master fisherman. They have created a beautiful culture that visitors from around the world love to come visit. Reading up on their history can definitely enhance your understanding of Swedish culture and thus enrich your stay here.
There are several great books about the history of Sweden that would be a good starting point:
A guide is a great idea to help you navigate in and around Malmo. Many have Swedish language phrases that can help as well, although most Swedes have a decent level of English. Here are a few top Sweden guides: