In order of easiness of an enemy, there are [[Austria]], [[Prussia]] and [[Russia]] right next to Sweden and you can get stronger by beating any of them. From Austria or Prussia you can add more countries to your Sphere of Influence, while from Russia you can liberate [[Finland]] and force free (satellites) the Baltic states. Allies are useful for such plans, as they are all of them more powerful than you, at least early on.
Looking for opportunities and the right timing can greatly aid you in this. Sweden is in a relatively safe position, where a strong navy can keep Prussia from landing troops in your lands or with some luck and the right timing, you can lock the Prussian or Russian fleet out of the Baltic and easily blockade their ports.