Denmark introduced the world to hygge, the national pursuit of all things cozy and enjoyable. Something of a survival mechanism for Danes during the winter months, hygge (pronounced HOO-gah) often involves an abundance of candles, crackling fireplaces, comforting foods and the company of close friends.

In Sweden, where the winters are even longer, darker and drearier, the concept is called mys (pronounced mees) — or the adjectival mysigt. And although the terms are very similar, Swedish mys refers more pointedly to an ultra-cozy atmosphere.

“Hygge is much broader than mys,” said Malin Lindqvist, a Swedish fabric designer who moved to Denmark seven and a half years ago. The essence of mys is the feeling of warmth, like being wrapped in a woolen blanket amid lighted candles while sipping a steaming mug of tea with a purring cat on your lap.

The best city to stock up on mys-making supplies is Stockholm, and the highest density of small, aptly cozy, independent shops and boutiques can be found on the streets near Nytorget, a square on the southern island of Sodermalm, far from the city’s bustling central shopping district.

A good starting point is Tambur, a boutique filled with things to make every home homier. Inside the two-room shop, the front room is styled like a kitchen and dining area, where woven baskets are strung from the ceiling above a rustic wooden table set with ceramic bowls and platters perfect for serving hearty pasta meals. The back room is filled with piles of fluffy linen pillows, a soft beige couch, subdued lighting and plaid orange-and-gray blankets made with wool from sheep on the Swedish island of Gotland. It has the vibe of a very plush living room.

“The feeling I want people to get is that they’re coming home to me,” said the owner, Anders Widegren, while seated in the back room. Among the many covetable items on display, two particularly mysigt picks were a copper oil lamp from the Swedish brand Klong (2,749 Swedish kronor, about $324) and a special cast-iron pan for making plattar, thin Swedish pancakes the size of a coaster often served as a cold-weather dinner in short stacks with butter and jam (529 kronor).

On a corner three blocks away, Esterior is an interior design studio and shop with a more eclectic, playful style. The spacious store is filled with a mix of midcentury vintage furnishings and lighting, fuzzy Moroccan rugs and piles of striped velvet cushions for cozying up a couch. For low-fi entertainment by candlelight on a wintry night, maybe pick up an elegant chess set or a classic backgammon board (450 kronor each).

Younger shoppers will find mys in their size at Beton, a serene children’s shop a block and a half away. This is the place to stock up on corduroy bonnets (170 kronor) and knee socks (65 kronor) in neutral earth tones. Instead of bright colors and plastic toys, the shelves are filled with wooden rattles, woolen overalls and soft leggings in muted hues from small, hard-to-find brands.

“To be unique in Stockholm is important,” said the owner, Petra Gardefjord, who earned a following selling hand-sewn leather moccasins that she taught herself to make for her own children.

Today, the shop, which in October moved to a larger location on the same block, stocks a variety of tiny moccasins (now produced in Estonia; 460 kronor per pair), as well as woven baby baskets, picture books, pacifiers and a unisex clothing line, called Façade, founded by Ms. Gardefjord and Ulrika Nihlén.

Right next door to Beton, the confectionary shop Parlans Konfektyr feels like a tiny 1950s tearoom, with its vintage love seat, teak side tables and dark wood-paneled walls. Watch as workers, often adorably dressed in retro outfits, make candies in the adjacent workshop. Then stock up on sweets, especially buttery caramels in seasonal flavors like saffron, cardamom and cinnamon-apple (120 kronor for 15).

A short walk away, a nondescript doorway leads into the modest showroom of Carina Seth Andersson, one of Sweden’s leading designers of ceramics and glass objects. This is the place to nab hand-thrown teapots and rare exhibition pieces (most between 500 kronor and 4,000 kronor). In addition to Ms. Andersson’s popular Urna, Ming and Pallo vases in sizes small to extra-large, you may also find collectible works from other notable Swedish designers, like Signe Persson-Melin’s cork-handled glass teapot.

Around the corner is another showroom, Manos, which doubles as the workshop of the ceramist Karin Eriksson. Here you’ll find ceramic oil burners and essential oils, porcelain candleholders for tea lights, handmade bowls and glazed mugs for coffee or tea (from around 250 kronor).

But if you buy only one thing to up the mys-factor at home, it must be a candle. Ask Swedes what they associate with mys, and the first thing that comes up is candlelight. As the daylight hours dwindle, it becomes a necessity to find new sources of warmth and light. And sure, basic votives from Ikea will do fine. But there’s a case to be made for splurging on hand-dipped candles from Sthlm Ljusstoperi, where slender tapers come in various colors, shapes and sizes (four-packs from 95 kronor).

On the edge of the neighborhood, a short walk east, the large workshop has an on-site shop where crates are filled with colorful candles — in pale pink, lilac, rich reds and greens. The shop also stocks hand-dipped three-armed candles, a typical Swedish style often used on special occasions and during Advent.

Those looking for a spot to rest — and one last dose of mys — should make a final stop at Vina, a wine bar a block from Nytorget with one of the coziest atmospheres in the neighborhood.

Step inside from the cold to the homey space, where tables are topped with flickering candles, and the mismatched vintage décor encourages lingering over a glass of wine or two, perhaps a small plate of charcuterie and cheese, or a warming bowl of saffron-scented fish stew. Outside, it might be dark and drizzling, or clear and cold, but inside, it’s nothing but mys.