Ragnar and the rest is right. Scandinavia is a term populized in midt 19th century and is the geografical defined area for the idea "Scandinavism" bacially the notion that the three Scandinavian countries share a special bond based on closely related languages, Danish, Swedish and "Bookmaal" East Norwegian the East Scandinavian languages(Icelandic, West Norwegian and Faroe language is West Scandinavian), culture and religion.
And for the majority of the existance of Denmark we shared a land border with Sweden, until the loss of Scania in 1658