If Gustavus Adolphus had taken Vologada, Yaroslavl and Archangel instead of Novgorod in 1615, going for ethnically Finnish or underpopulated parts of the Russian Empire and limiting first Poland and then the resurgent Romanovs to the Right Bank of the Volga, Sweden could have had Siberia. The non-Russian peoples like the Mariel and Udmurt and Komi would likely have preferred the Swedes and Finns to the Russians and supported them. And free Swedish and Finnish settlers would move into Siberia a lot more quickly than Russians, who even when not serfs were culturally tied to their mirs (villages) would. Sweden would grow and Swedes would multiply and Sweden would be one of Europe's Great Powers. It would make a very good TL.
Could Sweden hold that long, long underpopulated frontier with a Russia to the south? Possible, but it probably requires Russian development to go pretty differently. if so, that would make a very cool TL.
This POD will significantly reduce quite a bit of Scandinavian immigration to the US compared to OTL. In fact, it could absorb quite a bit of German immigration that went to the Americas OTL.
How did the Swedes get along with the Jews? If relations are decent and if the Swedes are hungry for manpower, I can also see quite a bit of Jewish immigration that OTL ended up in Eastern Europe or Russia. Maybe instead of western Jews OTL primarily being thought of as urban Americans, TTL they are rural Swedes.
Would Russia be even more expansionist to its own south? Probably.
This would make Mittel-European expansionists gnash their teeth even more. Now, besides the Spanish and Anglo colonies in the Americas, you have another example of a fringe territory expanding into relatively unpopulated space, denying Germany its place in the sun.