Scandinavia is a name for a part of Northern Europe. In many school books, and in the sense you are learning here, it means Norway, Sweden, Denmark, and Finland. Though actually, people from those countries often use the word more tightly. They may say Scandinavia is only Norway, Sweden, and Denmark — the three kingdoms whose languages sit close together. Finland they often put with the Nordic countries, a wider group that also takes in Iceland and the Faroe Islands. English speakers are looser, and they often fold Finland in. Denmark is part of Scandinavia in talk even though much of it is not on the same big piece of land as Norway and Sweden. If you want the bigger, safer set, say the Nordic countries.