I grew up in West Los Angeles, just a stone's throw away from Sunset Boulevard (the heart of the music industry during the rock and roll era). I still live about 25 miles south of Los Angeles.
Life here is very expensive, and extremely difficult if you do not have a legal right to work here. Yes, you can live here without an immigrant visa, but you will never have any health insurance, which means you will have to pay cash out of pocket for everything on your transition.
I have health insurance, which costs me $400.00 per month, and because of a high deductible, I have to pay cash for my hormones, another $250.00 per month. Fortunately my wife and I both have very high paying jobs.
In addition to that, the music industry here is very, very competitive. As in, every high school kid here is some kind of DJ or mix master or whatever, and half of them already know people in the recording industry.
If you really want to come to Los Angeles, do it after you make a name for yourself in Stockholm.