It depends where you live in Sweden. From Hamburg there are Nighttrains (Snälltåget and SJ Euronight) to Malmö and further on to/from Stockholm. 

To Amsterdam you need 1 travel day with day trains (for example starting from Stockholm), Reservation compulsory in this case only on the SJ High Speed train (bookable via sj.se). To get the same route, you have to search on a rail timetable searcher travel Stockholm to Amsterdam via Bad Bentheim. 

You can look what cost less for you. Normal Ticket for the route Stockholm-Amsterdam you can get via Deutsche Bahn bahn.com. I search now, the prices starts from 149,90€ one way. 

Other possibility is to use SJ Euronight Stockholm-Hamburg (keep in mind, due to shortage of carriages not all carriages are running and could be sold out). In this case you need 2 travel days.

To get back to Sweden: 

for both travel options only one travel day needed (if you live somewhere on the route between Malmö and Stockholm). 

option with the SJ Euronight: 

I would be traveling from Nässjö, but thank you so much for taking your time! 

Do you believe, considering these trains. Is first class worth it? I never done these kind of travels so not quite sure what the benefits are

In Germany and the Netherlands you get only a better seat (with an Flexprice Ticket also first class lounge, but not with the saver tickets (Super-)Sparpreis or with Interrail).

In Amsterdam you can use the NS First Class Lounge but it is only a better place to wait, nothing special. 

In Sweden I think you get something to eat on SJ Highspeed in first class? At DSB IC you get for free to drink water or coffee or something like this. @AnnaB maybe you can tell more about trains in Sweden and Denmark.