My first-language is Swedish, but I read most books in English. A large proportion of my reading was originally written in English, and as I feel comfortable reading it in its original language, I see no reason not to. In addition it is often easier to find English translations than it is to find Swedish ones for much of the translated fiction that I read (although not for Nordic authors, plus reading Nordic authors in English feels wrong). As a bonus, reading in English gives me useful language practice and is often the cheaper option.
However, although I don’t find reading in English noticeably more difficult than reading in Swedish, the impact is different. Swedish is to me associated with real, living, breathing people. It is the language I use with those closest to me, in both mundane, everyday conversations, and for the words that changes everything. English on the other hand I associate with fictional characters who say things such as “You must allow me to tell you how ardently I admire and love you” or “My name is Bond, James Bond”. To me the English words lack the solidity that Swedish has, I don’t think I consider English entirely real.
This dissociation when I read in English is not entirely negative. Although the very best Swedish literature speaks to my heart in a way that English never can, I am also much more sensitive to any wrong notes. I have a much easier time to suspend my disbelief and to accept e.g. a slightly awkward translation when I read something in English. I believe that I’m more likely to like a text in English, but less likely to love it. The same is true to an even higher degree for film and TV. I quite enjoy a lot of mediocre US and British productions, but if something is in Swedish it has to be really good, or it is painful to watch.
In addition to Swedish and English I also read in Norwegian (both Bokmål and Nynorsk) and, more rarely, in Danish. Due to the similarities between the Scandinavian languages written Norwegian and Danish are both perfectly understandable to a Swedish reader, but not without some effort. In Norway I have heard it said that “Swedish is misspelled Norwegian whereas Danish is mispronounced Norwegian”, which describes the situation fairly well. Written Danish and Norwegian (especially the Bokmål variety) are rather similar, while Swedish is spelled quite differently. On the other hand spoken Norwegian and Swedish are much closer to each other than to spoken Danish.
To communicate across the language divides you need get used to the different spelling and pronunciation, and learn a few tricky words, but it’s much easier than learning a new language. My primary work language is “Svorsk”, that is Swedish with lots of Norwegian words thrown in, it is ugly but it works. However, living in Norway I of course also need to improve my written Norwegian (plus most of the library books are in Norwegian). I therefore try to read at least some fiction in Norwegian, but as it is more of an effort I tend to go for easier reads, such as crime fiction and thrillers. Crime fiction, both Scandinavian and British usually works fine, I have for example found that Agatha Christie works just as well in Norwegian and Swedish as she does in English, although reading her in three different languages makes it very hard to keep track of which titles I have read. Thrillers are different, although I disconnect from the text in a similar way as I do when I read in English, my language associations are very different, and I have a much harder time believing in an American hero doing impossible things if I read about it in Norwegian. It is still good practice though, and choosing page-turners is a good way to counteract the reading resistance that comes from the extra effort it takes me to read in Norwegian.