From watching too much Nordic noir, I have learned the key lessons to Scandinavian safety: Stay out of the deep woods, avoid all "rustic villagers," flee every solstice or equinox ritual, and run screaming from any creature (human or otherwise) wearing antlers in the wrong anatomical location.
But assuming you can avoid pagan magic and the "old gods," Nordic countries do well on many other measures of human development. In the most recent World Happiness Report, for example, Finland tops the list while Iceland, Denmark, Sweden, and Norway are all in the top six. (Costa Rica is the non-Nordic exception here, taking the fourth spot.)
These countries are also near the top in global average life expectancy.