Because your visa is valid for "stati Schengen," which means "Schengen states," it authorizes you to travel to any Schengen country after you enter the Schengen area (see footnote 1).
With a single-entry Schengen visa, once you're in the Schengen area, you can travel freely between the countries for which it is valid. You must be certain that you do not leave the Schengen area, because your visa becomes invalid at that point (see footnote 2).
- Do not book a flight with a transfer in the UK, Ireland, Bulgaria, Romania, Cyprus, Croatia, or any other non-Schengen country.
Readers with different itineraries may also want to keep in mind the following.
- Do not go to Andorra
- Do not travel by land to or from Greece.
There are probably other places to be careful of.
Non-EU Schengen countries, such as Norway, are fully part of the Schengen area, so traveling to Norway from Italy would be no different from traveling to Sweden from Italy, at least from the standpoint of passport controls and visas (once again, subject to limitation in the "valid for" entry, which this visa does not have).
Footnote 1: Annex VII of the Schengen Visa Code specifies at paragraph 1.1 that the VALID FOR heading "indicates the territory in which the visa holder is entitled to travel."
Footnote 2: Annex VII specifies in the fourth paragraph of section 3 that "The visa is no longer valid when the total number of exits made by the visa holder equals the number of authorised entries, even if the visa holder has not used up the number of days authorised by the visa."