Trains are full.

Check sj.se 

You could also use Öresundtaget to Malmö (reservation free) and try to get reservations from there via sj.se or snalltaget.se both accept passes. To get the reservation you search for a ticket and add Interrail as discount. Sweden has no ticket offices. 

Most likely there are no seats available on the direct trains. There are several ways to travel any way.

The first option is to split your trip into 2 or 3 parts. First you take the reservation free Öresundståg from Copenhagen to Malmö. Then you can see if there are seats from Malmö to Stockholm. Probably those are sold out. Then you need to try with one of the stations between Malmö and Stockholm. You can start by using Linköping. Look for seats from Malmö to Linköping and then from Linköping to Stockholm. If you are lucky there are seats available. The best place to check and to make reservations is sj.se

To get the Interrail seat reservation only use promo card Eurail/Interrail and enter I followed by any 8 digits as passnumber.

If you can't reserve any seats you can take the reservation free trains. Take Öresundståg from Copenhagen to Kalmar, then Krösatåg to Linköping. From Linköping there are a few direct trains to Stockholm without mandatory reservation, otherwise you can take Mälartåg to Katrineholm and then Mälartåg to Stockholm or an IC train with reservation 

OR-assuming there may be much more chance of available seats: 1/hr the Öresundtag (via the bridge/tunnel and pepper&salt islands-run on to Göteborg, via Halmstad-Hälsingborg. G is the 2nd city i SE and has about hourly fast trains to STO-check if maybe one of these has seats for you-this makes the total trip longer but not as much as detour via local trains Kalmar.

Thanks for your answers but I don’t understand, I can’t book with interrail on sj.se but I can book normal tickets, so there is places but not for interrail???

This seems a regular issue that some (or is that many) companies have a limited number of reservations on popular trains for Pass holders, for example Eurostar. I do not specifically  know if Swedish rail is one of those.

That is not the case in Sweden. As long as there are free seats you can make a reservation. 

You can book with Interrail at sj.se. You can look at the instructions below. 

https://community.eurail.com/train-connections-reservations-47/how-to-get-reservations-105/index2.html?postid=20744#post20744