Yes, Swedish, Danish and Norwegian are similar. But not Finnish, not the least, it's a totally different language family. The only way a Finn could understand Swedish is if he/she is bilingual and vice versa. Also, I don't think I'm alone, as a Swede, to think that Danish is rather hard to understand. However, Danes seem to have no problems at all to understand Swedes (a bit peculiar perhaps...).
If you want to learn Swedish, I'll be glad to help you.