> One problem is that we've heard it's very hard to make friends, would you say that's true?
That's true in all of the Nordics but I believe specially more in Finland.
I'm a naturalised Swede and had to put a lot of effort into making friends the first couple of years here. Yes, making friends is much harder than in my original culture (Brazil) but there is also the counter-side to it on the quality of friendships you make that I believe it's worth to take into account.
Making friends here is really about bonding and creating deep connections with someone else, not just a cursory acquaintance to go out to bars and do things together. In that sense I do understand completely why people are generally more reserved into expanding their social circles, it takes a lot of effort and a genuine interest in each other to foster a friendship and locals/natives already come with their own social groups from just living here their whole lives.
Cracking into these social circles is definitely hard, you will need to find hobbies and activities where you can meet people around a shared interest and usually expand from there, you won't be making friends by simply going to bars, for example.
And that's also the isolating part of Nordic cultures, you keep social circles smaller because they are more meaningful but getting started into a meaningful relationship takes time and will make you feel lonely.
People are also wary of mixing/mingling social groups as they'll feel responsible for the experience the groups have (at least here in Sweden), it's uncommon for someone to invite their different social circles into the same gathering, except maybe for birthdays.
Overall I've adapted quite well and I'm very happy with the friends I made, it is more demanding but extremely rewarding.