1) Review, review, review.
I started the course all confidence and bluster, burning through new lessons and racking up skills. But I quickly found that I hadn't really retained the skills at all -- I couldn't remember the vocabulary without going back and reviewing the lesson three or four more times. Duolingo knows this, and they've made it very easy for you to practice and retain the skills you've already learned, with the handy "Practice Weak Skills" button. As I've made my way through the course, I've shifted from about 90% new lessons / 10% review to my current ratio of about 90% review / 10% new lessons. I find that this balance, though slower-going, ensures that I retain what I've learned and am thus really learning the language in a meaningful way. You can see the strength bars (in the screen cap at right) indicating which skills I need to refresh and which are at full strength.
About a month ago, I was feeling pretty confident about my Swedish abilities. I could read random stuff online and figure most of it out, and I could also understand the spoken sentences produced by the app. So I invited a friend of mine who speaks Swedish to lunch. It went something like this:
HIM: Hur går det?
(He'd simply asked me "how's it going". The app hadn't taught me that.)
So, although I can talk about strawberries (jordgubbar) and turtles (sköldpaddor), I realized I was missing the stuff that you probably learn right away when you actually talk to someone: niceties of conversation. I would recommend adding a face-to-face conversation component to your online study, to help you fill in the gaps that the app will inevitably leave.
Swedish has this weird sound which is represented in its orthography with the digraph "sj". In the Duolingo app, it sounds closest to me like an English /f/, so I thought that the word for seven (sju) sounded like "foo". Turns out, it's technically a voiceless postalveolar-velar fricative (IPA nerds: /ɧ/), which means that there are two places of articulation, one with the back of your tongue approaching but not quite touching the top of the back of your mouth (the velum), and one just behind the ridge behind your teeth (the alveolar ridge). The resulting sound doesn't exist in English, sounds kind of like an /h/ mixed with an /s/, and is damn near impossible to learn with an app. Long story short, you may need further help than the app can give you to figure out how to pronounce sounds that don't exist in your language or that are particularly difficult to articulate.