Welcome to the HUBB!
I did a similar ride last year in August, though I started in Germany, rode to Denmark, Sweden, Finland, St. Petersburg, Baltic States, Poland and back. It took me 4 weeks. I had quite tight schedule and couldn't stay any longer than two nights in one place, so first thing I recommend you is to rethink the 5 weeks. It's a long trip and if you want to really enjoy some of the places, then take more time and less kms.
As you probably know, living in Scandinavia is expensive, so is accomodation and fuel. In the Baltics and Poland it's cheaper.
I did wild-camping in Scandinavia, stayed in youth-hostels, when I've been to bigger cities and did some couchsurfing, which I can recommend to everyone! Accomodation in Germany and the Netherlands is expensive, so I'd suggest to do couchsurfing or camping there. Better not try wild-camping in Germany, but you shouldn't have problems, if you ask a farmer to camp on his field or backyard.
If you have further questions, feel free to msg me and if you plan to visit Bonn and Cologne, you can count on my sleeping-couch! =)