I can only speak for Stockholm but outside of the parks there are plazas, benches and hangout areas out in the street (especially in the summer when many city streets close for car traffic), or just hanging out by the water on some steps. There's also woods and fields in the northern part of the city with places for BBQ or picnics. Since the city is not built in a grid pattern there are plenty of awkwardly shaped places that wouldn't make sense for a building where there's just some trees and seating, maybe a statue or a fountain.

Finding a place to hang out has never really been a problem at any time in my life since everything is accessible by public transport or bike.

EDIT: Oh and there's nothing wrong with being outside in the winter. Just bring a coat and thermos of glögg or Irish coffee. I always keep a seating pad in my backpack for wet or cold surfaces.