I too love Skandinavian style. I love that it is elegant and grown up without being ultra body conscious. I'm not religious or anything, but I am constantly cold and just feel most comfortable in layers and looser silhouettes.
Check out Gudrun Sjoden. They ship to the US and are well priced. I love this dress in particular:
https://www.gudrunsjoden.com/en-us/clothes/dresses-tunics/product-109551-black-m
Layering is big so I might invest in good quality leggings and long sleeve tees. I like Everlane's ribbed turtlenecks for this purpose, but you could also check out Uniqlo or the Gap or other good stores for basics. Bonus: get something in silk and you will be warm and comfortable all winter!
Marimekko is obviously a classic but don't overdo it. I find their prints too over the top, personally, but I think they can look good in smaller doses, especially the classic flower prints. But that aesthetic is very Skandinavian -- clean and simple lines with pops of bright colors.
Personally, I like adding pops of color via jewelry or accessories. Chunky necklaces or architectural earrings are great. You can find these anywhere these days. Again, don't overdo it -- you don't want to look like a Kindergarten teacher (unless you are a Kindergarten teacher! but for a regular workplace or at night, subtle is better). I often find good stuff at the MoMa store or Anthro.
Skip the Danskos -- too geriatric and honestly not that practical. I love Swedish Hasbeens for sandals and No. 6 for clogs and clog boots. I've also seen some cute Swedish-style clogs on Etsy -- make sure they are using good materials. I also remember lots of women in Copenhagen wearing combat-style lace up boots (that German influence!) which an look really cool on the right person. Not sure of brands though.
Also recommend investing in a good quality cocoon coat or very classic menswear style coat. Looooove Max Mara for this but it's $$$$. Be sure to consider your height with outerwear. Don't go knee length in an oversized coat unless you are tall and slender -- go for a cropped style, but keep the looser silhouette.
Once you get into it, it gets easier to adapt stuff from anywhere. I have found great things at H&M, Zara, Loft that all work with this aesthetic. I also recommend working within a more limited color palette. I do black, olive, some camel colored leather, and then for color aqua/teal and dusty purples. I find this makes layering much easier, plus allows me to invest in nicer coats and accessories knowing they will go with everything.
Have fun!