Is it a good thing to not have windows in a bedroom in Sweden?

The hours of daylight/night (depending on the season) vary according to how far north you'll be. In Stockholm, you only get a few hours of dusk in the middle of summer, and the sun can be bright very early in the morning. I don't think not having windows is a good thing, though. While it can be very bright in summer, the winter is long and dark, and any amount of light during that time is appreciated. The long days only last a few months. Black out shades are cheap and easy to put up in summer, and let the light in during the day but you can pull them down at night to make it very dark. Fresh air is always nice too and I personally would never move somewhere without windows in the bedroom.