I just completed my freshman year of physics at Göteborgs Universitet, so here are my basic recommendations:
1. Make sure you are very confident in single variable calculus. Understand and learn to do epsilon-delta proofs, utilize the mean value theorem, learn precise definitions, characteristics of the real numbers (such as Cauchy sequences), etc. I studied under the old Gymnasium program, but in my experience the curriculum was far from sufficient for this; we simply learned _how_ to differentiate and integrate and solve very basic differential equations. It is important to understand why things are as they are, how things are defined and why, and so on, especially since you will go on to learn more advanced mathematics. Personally I recommend Spivak's Calclulus due to its mathematical rigor, although other texts may be more focused on problem solving and such.
2. Basic linear algebra (Gaussian elimiantion, Eigenvalue problems, matrix multiplications, Gram-Schmidt, linear differential equations, etc - the stuff you will find in an introductory textbook) is very important, and it is a prerequisite to understanding both multivariable calculus and much of physics. Linear Algebra Done Right is a good book.
3. Classical mechanics; basic problem-solving, finding equations, transforms, etc. Nicholas Apazidis' Mekanik I contains great exercises, although it is weak on the theory side. ETA: Also, you should probably look at some exercises for numerical solutions of ordinary differential equations, e.g. in MATLAB, since generally Newton's equations cannot be solved analytically.
4. Multivariable calculus, up to and including line integrals, Kelvin-Stokes' Theorem, and so on. You may also be interested in Spivak's pamphlet, Calculus on Manifolds, which goes a bit further but contains many useful results, theorems and explanations.
This should keep you busy for a while, and prepare you well!
Edit to add: One more important thing, in both single- and multivariable calculus, that you probably know already: While learning to differentiate is mostly about understanding and applying a set of rules (in any number of dimensions), remember that integrals are significantly more difficult and generally cannot be evaluated in a single methodical step-by-step fashion. Therefore, I strongly recommend you to evaluate lots, and lots, and lots of integrals, and learn all the tips and tricks well, recognize patterns and develop an intuition for how to evaluate or otherwise handle them. Learning the methods of numerical quadrature will also be essential eventually, although you might wish to wait a bit with that.