The Swedish situation is... confusing. :-) There are first names ("förnamn"), possibly more than one. The one in daily use — not necessarily the first one! — is called "tilltalsnamn" (something like "addressing name"), and is traditionally marked in official paperwork by underlining or with an asterisk. (You know someone has not done their homework when you get junk mail that starts with "Dear <Wrongname>!) Then there used to be middle names ("mellannamn"), which was something put between the first and last names. These were typically used e.g. by people who wanted to have both their own and their spouse's name. These are no longer issued, though those who have them can keep them. Instead, you can now have a double last name, which used to be impossible. (People have sported "double-barrelled surnames" for ages, but they have not, as far as I can understand, been officially recognised, but functioned more like "stage names").
The confusing bit is that the rules about middle names and double surnames have changed at least twice in... my lifetime, which is becoming much longer than I care to think about. :-) I didn't do a very good job of conveying that in my comment.