Hedberg and Nilsson made their North American debuts with the Jets of the World Hockey Association, teaming with NHL star Bobby Hull to form one of the most productive lines in hockey history.
Responsible in large part for the European influence on the game, the two slick Swedes went on to play for the NHL's New York Rangers, beginning in 1978-79, a year before Winnipeg got its first NHL team.
"Winnipeg is a place that always should have a team in the NHL," Nilsson said. "I was sad to see it go. They developed so many great players over the years. And youth hockey is so important for everybody in Winnipeg."
The Swedes say filling the 15,000-seat MTS Centre shouldn't be a problem, especially the first few years. And no, they don't think the arena is too small.
"It's better to have 15,000 and have it full all the time than to have 18,000 and have 15,000," Nilsson said. "Hopefully the corporations in Manitoba will get behind the team and buy a lot of tickets."
Long-term, though, Nilsson wonders if the price will become an issue, pointing to the $70 per game he pays for his family (the Rangers give him two free tickets) whenever he goes to games in New York.
"A lot of people would love to go the games but can't afford it," Nilsson said. "I know how expensive it is for me, when I come to New York. It feels like I'm being robbed. They're far from being the most expensive ticket. That's a lot of money if you want to go to 40 games."
Hedberg points out the strength of the Canadian dollar will be key to the franchise's long-term success, as will the strategy of ownership and management.
Becoming Stanley Cup champions, he says, isn't everything.
"Hockey is not only winning, it's partly the style, it's making the fan feel like he can be proud of the team even if they don't win the Stanley Cup," Hedberg said. "I don't think (winning) is as essential as it would be in Atlanta. But the ambition of the franchise and the ambition of the players certainly has to be to win. It can't be anything else."
Hedberg, a Rangers scout, says fans in Winnipeg will also better understand the up-and-down cycle of a franchise in today's NHL, where poor teams rebuild through the draft.
Nilsson, who works for a streaming video company in Sweden, says the winning might not matter for the first couple of years. But the honeymoon will wear off, eventually.
"They need to be at least a playoff contender," he said. "Because if they don't make the playoffs people get really frustrated."
As for the type of team we should expect, Hedberg says the franchise shouldn't necessarily try to copy the free-flowing style that his teams employed, and that Winnipeg fans fell in love with.
"They have to build a team in a very Winnipeg-type way," he said. "They shouldn't copy Toronto or New York or other teams. They should find their own philosophy and stay with that philosophy, if that's the toughest team in the league or the most skilled team in the league, whatever it is."
Attracting players shouldn't be a problem, the Swedes say.
"It was a terrific hockey atmosphere," Nilsson said. "And of course, for me, playing with Bobby Hull and Anders on a line was amazing. Then it doesn't matter where you are. But it was nice to play in front of people that really appreciate good hockey.
"If they have smart hockey people, they'll get a lot of players that would like to raise a family in Winnipeg. Sometimes you don't need the best talent to be successful. You just need the group of players that play as a team and give 100% all the time."
Hedberg says creating a close-knit atmosphere will be critical.
"The players aren't particularly looking forward to 40-below and the wind chill," he said. "That means also you have to have a different strategy. You have to be more patient with your players. you have to attach them closely to your franchise. You have to nourish them probably moreso than in a place where there is a higher profile.
"Ask the players in Ottawa. They love it. Don't try to compete with Broadway or Toronto. Create an environment that's very familiar to most of the players, meaning a family oriented environment."