Stockholm is centrally located in Scandinavia, and is a perfect hub if you want to fly to Norway, Finland or Denmark.
If you're flying from North America, you'll have plenty of airline options. Icelandair makes it easy with their decreased flight and transfer times, but there are plenty of other options as well (KLM, Finnair, Norwegian, SAS, etc)
If you want to fly within Europe, there are many inexpensive options available, leaving from eiher Stockholm's main international airport Arlanda, or from the smaller city airport, Bromma. Either way, exploring the rest of Sweden or Europe by air has never been cheaper or easier!