If you are going to the Nordic coutries in April-May, the following recommendations may be useful for you:
1) Light coats/raincoats/windbreakers will be indispensable in your trip.
2) Also you’d better take sweaters/cardigans/vests/jackets because mornings and nights will be pretty cold.
3) And, of course, you will need durable and comfortable sport shoes/sneakers. Ladies, please, forget about stilettos! They are absolutely not suitable to paving stone.
Some useful links for you:
http://goscandinavia.about.com/ - a lot of interesting information about Scandinavia.
http://scandinavia.meteox.com/ – weather forecast in Scandinavia + satellite map.
http://www.collegefashion.net/fashion-tips/what-do-i-wear-there-study-abroad-in-scandinavia/ - Scandinavian clothing style.
P.S. If you are going to Iceland, you should wear even more warm clothes in comparison with above-stated things. In this case you will praise yourself for your prudence!