As I ( /u/platypuskeeper - bot makes me cite the name) wrote in an answer a day or two ago; the term 'viking' is a term which, in the Viking Age, always refers to specific people - travelers/raiders/pirates of any nationality. It was the closest thing to the word for 'pirate' they had in the Old Norse language (which was spoken in Sweden, Denmark, Norway, Iceland, the Faroes, Orkney islands etc in those days and is the progenitor of the current North Germanic/Scandinavian languages).

As said, neither in the Viking Age nor now was 'viking' an ethnicity or wide ranging identity; and historians, particularly in Scandinavia, don't really encourage using 'viking' as a blanket term for all Scandinavians of the Viking Age since most of them weren't vikings in any sense. (and those who were did it as a kind of side-profession in addition to farming; they'd go off and get rich and return to their farms) The Viking Age is an accepted term because there were cultural shifts both at the start and end of it. But I mean, the Jazz Age was a thing too but doesn't imply everyone in America was part of a big band in Harlem.

It's also debatable (and debated ) to what extent vikings (if we define that as Scandinavian Viking Age pirates/raiders) would even call themselves 'vikings'; it's after all not really a very nice thing in a lot of respects. Certainly in later texts (which is the only kind we have really, as only short inscriptions exist from the Viking Age itself), it is not often used in a very flattering way. There are several thousand Viking Age runestones from Svealand (Svíþjóð, or Sweden-proper), far more than in the rest of Scandinavia combined, yet not one of them mentions someone being a viking. There's one mentioning someone seemingly having belonged to the a defense organization against vikings (which in this geographic context is most likely to have meant Slavic or Finnic raiders). If people claimed to be a macho man, you'd use 'manly' (e.g. drængila on Sö 179). Where the term is used it's in a fairly neutral fashion (e.g. Vg 61 is pretty typical; "they traveled west in viking"). Only a few stones explicitly identify people as vikings (e.g. DR 216, which however also claims the man in question were the 'terror of men') So some (e..g Mats G Larsson) have made the case most Scandinavians would be insulted to be called a 'viking'.

On the other hand, 'Víkingr' does exist as a personal name, which might imply it nevertheless was a term with status. One issue is that that name might've had a different etymology than viking-as-in-raider and thus connotations. A further complication is we can't necessarily assume that they only used names with positive connotations. E.g. 'Sven' literally means young man/squire/boy and in a lot of contexts implies a servant or even slave.

In short, the connotations of the term are uncertain but not necessarily positive; what is fairly certain is that the Viking Age didn't have a lot of people boasting "my brother was a viking" compared to "my brother went to England".

Anyway, Swedes (which in the present day sense includes the peoples who were Swedes, Geats and Gotlanders in the Viking Age, and some Danes and Norwegians) spoke Old Norse and had related customs and culture to the rest of Scandinavia (as East Norse dialects, the emerging Old Swedish and Danish languages were closer to each other than to Norwegian). They did go off on faraway raids and travels to places like England and France, but they also - and to a higher extent than Danes and Norwegians - went East to Novgorod, down to the Black sea and Constantinople. Swedish vikings were certainly a thing, and in fact one could argue Sweden stayed in the Viking Age the longest, as it was the last country to convert to Christianity (also, travels to Constantinople continued well after the Viking Age in Sweden). There's no objective reason to consider Swedes any less 'vikings' than Danes or Norwegians - again, though in reality most of those people weren't vikings in the Old Norse sense of the word nor identified as such.

The popular trope of vikings, in particular outside of Scandinavia is a result of 19th century Romanticism. Particular British romanticism for Vikings (Scandinavians had viking romanticism too in the 19th century but were nowhere near as culturally influential). A classic study of the British part of this is Andrew Wawn's The Vikings and the Victorians. The British fascination naturally focused more on Danish and Norwegian vikings because the Vikings who went to England were predominantly from those countries. (although the largest hoards of Anglo Saxon coins are from Gotland actually) Add to that, Old English sources didn't seldom refer to all Scandinavians as 'Danes' (e.g. 'Danegeld') while in the 19th century the term 'Norse' - originally a term for 'Norwegian' - caught on and developed into its current usage of roughly meaning 'Viking Age/Medieval Scandinavian'.

The actual Scandinavians, as said, weren't that concerned with what others called them. Danes thought they were Danes, much like now. Nobody told the Viking Age Scandinavians they were living in a period that'd get so heavily romanticized and embellished 700 years later they'd need another identity from the one they had before and after it.