Scandinavians can be a bit reserved compared to many other cultures, so it takes time to make friends. The best way to make friends is to do a regular activity with them (school, work, a class, gym, hobby, etc). You don't say how long you'll be there, so this may not be an option for you. Take the initiative and invite them to do something active with you, like go for a hike or show you around the city. I recommend contacting people through Couchsurfing before your trip, to meet for coffee or a tour. Maybe they'll introduce you to some friends or invite you along to a social event.
http://couchsurfing.com
Otherwise, the best way is a night out on the town or in a relaxed atmosphere like a café.
Unlike "warmer" cultures, you can't just start talking to people in the streets, in line at a shop, on a bus or train, etc unless there's a good reason to do so. This especially applies in the major cities like Stockholm and Oslo, smaller cities are more relaxed. It makes many people here uncomfortable (or they assume you're crazy) and won't be a good start for making a friend. It has nothing to do with where you come from, it's just not usually done here.
There are many immigrants in Scandinavia, and it's unlikely you'll be sneered at. Some people take issue with asylum seekers, but this normally doesn't extend to students, workers and visitors. Your height also isn't a big deal, there are plenty of Scandinavian men shorter than I am (180 cm).