It seems strange to me that Hitler chose to invade Denmark and Norway, but not Sweden. Why was this?
A neutral Sweden had advantages for Germany that a neutral Denmark and Norway did not. Sweden was where Germany bought most of its iron ore from. Attacking Sweden would certainly reduce the amount of ore received by Germany in the short term, and could damage the capacity of the mines in the medium to long term. While much of the ore mined in Sweden was shipped through the Norwegian port of Narvik, the RN was beginning to move to interdict these shipments. Invading Norway allowed Germany to secure the sealanes along the Norwegian coast, while invading Denmark secured the flank of the invasion of Norway.
Sweden also had a large army, bolstered by its policy of conscription. This was supported by large arms manufacturing concerns, mainly Saab, Bofors and Landsverk. The Swedish army was both larger and better equipped than those of their neighbours, and a much bigger challenge to overcome than either of them. The troops that would be needed to overcome Swedish resistance were needed elsewhere, in France, the Mediterranean and Russia.