One of my favorite seldom-known quirks of language is how Danish, Swedish, and Norwegian are all pretty similar (Swedish and Norwegian even enjoy a bit of mutual intelligibility), but their next-door neighbor Finnish is completely unrelated.
The other three, along with Icelandic, are all the big names in the North Germanic family of languages. English and Dutch are in West Germanic, and although it may seem weird that a language as strange to us as Dutch could be our linguistic next of kin, it's a good example of how much a language can change over time.
Add to the Germanic family the Celtic, Romance, Slavic, Iranian, Indic (Hindi and many other languages of northern India), and a few isolates along the way (Greek, Albanian, Armenian, Georgian), and you have the Indo-European language group, or a lot of it. All the languages in those families can be traced back to a common ancestor.
And then. We have the Uralic group, totally separate from IE (Indo-European, not Internet Explorer). This group contains Finnish, Estonian, and Hungarian, as well as an assortment of languages spoken in western Russia by peoples who don't have nations and therefore nobody really knows of them. But other than any borrowings that may have occurred because of geographic closeness, these languages are completely unrelated to the IE languages. Everyone just groups Scandinavian languages together a lot of the time, but Finnish is really its own beast.
Minna Sundberg writes a great webcomic Stand Still, Stay Silent, set in post-apocalyptic Scandinavia, that plays with these languages. It's all in English, but the idea is that they're really speaking one of those languages with each other. All the characters speak two or three of them and code switch based on who they're talking to, except the one guy who only speaks Finnish and has to have everything interpreted for him.
More relevant to this discussion though, she made this beautiful tree map of the IE and Uralic groups with number of speakers represented proportionally by the size of the leaf cluster. It really illustrates how far you have to go to get from the North Germanic family all the way around to Finnish, even though they're adjacent to one another.
So there you go, I hope you've enjoyed learning about some European languages!
tl;dr Swedish is more closely related to Hindi than it is to Finnish.