Many big rivers in the surrounding countries drain into the Baltic Sea. The Baltic Sea is connected to the ocean through the narrow and shallow Danish straits and belts. For this reason, the water has a low content of salt, so the northern parts of the sea freeze over in the winter. The ice can carry cars, and roads are established every winter between the islands in the archipelagos between Sweden and Finland.
For several thousand years the Baltic Sea has connected the countries at her shores. For that reason you will find many cultural similarities in these countries. And since most of these countries are European, this sea is also considered European.