Scandinavia supplies something rare in western Europe: true wilderness, and a feeling of space and remoteness. Forest seems to go on forever, vast lakes shimmer with dragonflies, wide skies are scudded with clouds. In places such as Finland's Linnansaari National Park (nationalparks.fi/linnansaarinp), you can take to a kayak and explore hundreds of uninhabited islands as seals gawk from rocks, and feel as if you're the only person for a thousand kilometres. Hiking above the fjords leading to Dovre Mountains in Norway, the landscape is so ruggedly untamed it will make you believe in trolls.
The contrasts of the Scandinavian outdoors are wonderful. Finland features vast expanses of lake and forest, home to reindeer herds and bears. Norway has endless opportunities to kayak and sail its fjords; Denmark has a rather tamer pastoral landscape that makes for lovely cycling, with 12,000 kilometres of posted cycle routes. Denmark also, however, has nearly 1,000 designated spots for wild camping, with no vehicles allowed, so a wilderness experience awaits even in this small country.
Beyond what you might expect (skiing, hiking, sailing) you can take in unusual adventures too: caving in old mines in Denmark (monsted-kalkgruber.dk/en), timber-rafting in Sweden's Värmland province (vildmark.se/en), diving on shipwrecks off the Baltic coastline, or hunting for elk in autumn. If you prefer to avoid the adrenaline rush, you can always encounter nature on simple berry-picking excursions if you prefer – it's a quintessential Scandinavian summer pastime. Or you can stretch the concept of adventure and indulge in odd things: in Finland alone you could tackle wife-carrying competitions (eukonkanto.fi/en), naked plunges into lakes from Finnish saunas, snowshoe football or swamp soccer (suopotkupallo.fi/in-english).
Don't underestimate Scandinavia's size, however. Many visitors take to airlines to get around, but mapping out your own itinerary by rail and ferry will bring you up close to natural splendour, most famously on the train ride between Oslo and Bergen, though the journey from Dombås to Åndalsnes in Norway is also terrific (visitnorway.com/plan-your-trip/getting-around/by-train), as is the Arctic Circle train between Kiruna in Sweden and Narvik in Norway. In Finland, the ferry from Savonlinna to Kuopio takes 10 hours but is a marvellous meander across lakes and canals fringed with birch forest (savonlinna.travel/en/aktiviteettilomaa-saimaalla/risteilyt).
There are, of course, many definitions of adventure. You might think cruising can be traditional, but Norway offers adventure in the form of its fjords, where glacier-carved cliffs are backed by snow peaks and provide wild and awe-inspiring coastal landscapes. By the time you cross the Arctic Circle, scenery is ever more spectacular, with battered fisherman's villages dwarfed by soaring cliffs and glaciers calving off mighty ice cubes into a cocktail-blue sea. You may be lucky enough to see killer whales carving through the water, while gannets and puffins squawk on the cliffs. You could also explore the remote Faroe Islands (faroeislands.com), lying west of the Norwegian coast halfway to Iceland. Actually a part of Denmark, the 18 islands have haunting scenery of windswept mountains, sheep-haunted moors and churches neatly roofed with turf.
And don't let winter put you off a visit to Scandinavia. Jack Frost might be nipping (or even gnawing) at your toes, but more opportunity for adventure in frozen landscapes awaits: hiking, snowshoeing, cross-country skiing, skating on frozen rivers or skiing, especially in Norway where Trysil (skistar.com/en/Trysil), its largest ski resort, is just over two hours out of Oslo. And without leaving Stockholm, you can ice skate on the rinks of Vasaparken or Kungsträdgården or head by metro to suburban Hammarbybacken (www.skistar.com/en/Hammarbybacken), where simple ski slopes enable beginners try out skiing or snowboarding. The city's offshore islands provide ice fishing for lurking perch and pike. True adrenaline junkies can try swimming instead at Hellasgården recreation area (hellasgarden.se/en). The ultimate winter dare sees you plunge through a hole hacked out of the ice that will leave you shrieking in shock like a Munch painting.
Beyond the cities there are even more opportunities. Jotunheimen (jotunheimen.com/en), Norway's most popular national park (about four hours north of Oslo) provides spectacular scenery of mountain peaks and frozen waterfalls and is a great place to get some instruction in dog-sledding before setting off through the frozen forest behind leaping, tongue-lolling huskies. Near Kiruna in the far north of Sweden you can stay in an ice hotel (icehotel.com), encounter reindeer, and snowmobile. It's also one of the best places in the world to see the aurora borealis or northern lights unfold in the sky in eerie greens and blues. It's one of the world's great natural wonders, and an adventure all in itself (nordicvisitor.com/europe-tours/scandinavia-northern-lights).