The Swedish Semla is eaten on "Fettisdag" – Shrove Tuesday or Fat Tuesday in English. 

The Semla  is a sweet wheat flour bun flavored with cardamom and filled with almond paste and whipped cream.

How to eat semla like a local (according to visitsweden.com):

Start with the lid. Use it to scoop up some of the gooey contents. Proceed with the rest of the bun. The carnal eat it shamelessly straight from hand-to-mouth. The refined like to fork-it. Bohemians do it with a spoon. Tourists do it with confusion. And traditionalists order it in a bowl of warm milk. All are equally good.

So, where do you find this traditional Swedish February indulgence?

Just about every café and supermarket will offer Semla during February 13st and the whole week.