Snow kit

Day pack (25-25l) for carrying layers and lunch while you’re out
Base layer thermal tops (synthetic, wool or silk) - at least 2 sets
Long johns (thermal) (synthetic, wool or silk) - at least 2 sets
Warm fleece or wool jumper
Fleece sweatpants or thermal leggings (mid layer for your legs)
Light mid-layer synthetic or down insulated jacket
A breathable, waterproof/water resistant and windproof shell jacket
Breathable, waterproof/water resistant and windproof thermal trousers or ski salopettes (available for rent)
A warm packable insulated / down jacket (available for rent)
A selection of warm socks of different thicknesses to help you get the best fit in your boots (wool is best):

Sunglasses (ski googles can be useful if the weather is bad but can fog up when you get hot!)
Warm hat (available for rent)
Buff (you might want two - one for your neck, one as a headband), scarf or balaclava
Warm gloves for winter use (available for rent)
Glove liners and/or disposable hand and/or feet warmers if you suffer from cold hands
Sunglasses with UV-protection
Snow boots or warm and waterproof hiking boots (available for rent)

Off the snow

Casual warm evening clothes
Night wear
Toiletries
Swimwear for the sauna and ice bathing
Neoprene booties and gloves for ice bathing (optional)
Sandals, preferably plastic, for sauna
Travel towel (for the swimming and sauna; bath towels are provided)
Sunscreen (high factor) and lip salve
Any prescription medication
Other medication (paracetamol/ibuprofen) is significantly more expensive in Sweden so bring some if you need to
Compeed or moleskin for blisters, just in case!
Slippers / shoes for the hotel
Thermos for warm drinks
Water bottle (insulated if possible)