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Well as many people already has mentioned finnish is probably the most useless "Scandinavian" language (even though Finland is not really a part of Scandinavia) with around 6 million speakers. If you learn Swedish, Danish or Norweigan on the other hand you will be able to make yourself understood to almost 20 million people. I would probably rank the languages as following:
#1 Swedish, it has the most speakers with 9million+ and you have no problems to make yourself understood if you were to talk to another Scandinavian (They even study Swedish as a 2nd language in Finnish schools)
#2 Norweigan, although it does not have as many speakers, you can make yourself understood in the other Scandinavian countries just as with Swedish, also Norway is the ritchest of the 3 and Norweigan people always sound happy in a "goofy" way when they speak =).
#3 Danish, probably the hardest language of the 3 (Finnish not included, its totally different as stated before)
only because their spelling is waay off from the way they speak, their spoken language has evolved without the spelling-rules for about a hundred years or so. Also many swedes have a hard time understanding Danish, it just sounds like they are drunk or something to us ^^ (sorry but it do ;) ). One good thing about Danish from an Englishspeakers point of view is that their pronunciation is probably the one most alike to English.
I did not mention Iceland at all but there is atleast one cool thing about Icelandic, with its less than 300.000 speakers that cannot communicate with the other scandinavians in other than English its not a very smart choice ofc BUT : The language has changed as little as possible since the Vikings and Icelanders can actually read and understand Norse writings that are more than 1200 years old perfectly fine (although they dont use runes anymore ^^). Thats pretty cool imo.