Nostalrius Begins - Quality wow vanilla realm (1.12)

I from sweden, and i want create nickname with letter like: ö, å, ä, etc. Can i do it on this server?

That's not really a good idea.
People without Nordic keyboards can't /whisper to you or /invite, if they can't write your name.

I dont think so its bad idea, for some reasons.
1)This possibility can attract players who use this letter to play on this server
2)This nickname will be work like anti-spam filter
3)This letter in nickname looked really åwesöme!!! xD

Actually, you CAN type without a nordic keyboard using the wonderful ALT CODES!

http://www.alt-codes.net/

Accent letters worked in names for the beta, so I can only assume they will work post release as well. On retail, they always worked, but some private servers reject the characters, meaning you just have to try them on every server.

Another way to type these characters is to switch your keyboard's style to one that uses them. I switch mine between EN and DE. DE uses ü, ö, ä(umlauten), along with ß(eszett). You can do this under the control panel for keyboard in Windows. You can even save several styles and switch between them on the taskbar or with a hotkey as I do. When you switch to another style, the keyboard will have its layout edited, gaining accent letters for that language on regular keys.