Most stuff you can actually buy from a regular supermarket. Try the caviar that comes in tubes (it’s not expensive) or the godis (candy) which can be pretty exciting – there are a lot of salty flavours mixed in but you can get used to it after a while and even start to prefer it over the usual candy. If you have a strong-ish stomach for fishy flavors you can try pickled herring – it’s sold in little jars with lots of different flavours available.
If you’re out at a restaurant try things like Baltic herring or, if you’re up north, reindeer and elk. Have fun eating 🙂