Now I got a swedish schengen visa but I am going to holland with it.
Given the way the Schengen area works, far better to think in terms of :-
Now I got a swedish-issued schengen visa but I am going to holland with it.
I do not envisage that you will have a problem, especially as, no doubt, you will have flight tickets confirming that you will be travelling on to Sweden.
A Schengen visa permits travel to all Schengen countries. Where to apply? You should apply to the country which is the main destination, and if there is no main destination, then you should apply to the first country you will enter. Implied in all that is that someone might enter "Schengenland" in the country that is not the main destination, but that is fine.
Someone else ... not you .... a couple of weeks driving around Germany ... but they enter "Schengenland" in France, and then proceed to drive across France to get to Germany. Same principle on the way back. Less than 2 days in France .... 14 days in Germany .... application should be made to Germany .. even though France being entered first.