One of the benefits of using reprex (short for minimal reproducible example) is that it will give the full warning message, which, in this case, includes the answer to your question above! 
See problems(...) for more details. In this case, that's problems(candidates). You're only seeing the first few here in the reprex, but you can run it and give it a name locally for further inspection. (All of this is also in the readr function reference for read_delim(), of which read_csv2() is just a special instance).
I also ran glimpse() in the reprex below for a peek into what the columns all look like.
library(tidyverse)
candidates <- read_csv2("https://data.val.se/val/val2018/valsedlar/partier/kandidaturer.skv",
locale=locale("sv",encoding="ISO-8859-1"))
#> Using ',' as decimal and '.' as grouping mark. Use read_delim() for more control.
#> Parsed with column specification:
#> cols(
#> .default = col_character(),
#> PARTIKOD = col_double(),
#> LISTNUMMER = col_double(),
#> ORDNING = col_double(),
#> KANDIDATNUMMER = col_double(),
#> ÅLDER_PÅ_VALDAGEN = col_double(),
#> ANT_BEST_VALS = col_double(),
#> VALBAR_PÅ_VALDAGEN = col_logical()
#> )
#> See spec(...) for full column specifications.
#> Warning: 63 parsing failures.
#> row col expected actual file
#> 24663 VALSEDELSUPPGIFT delimiter or quote , 'https://data.val.se/val/val2018/valsedlar/partier/kandidaturer.skv'
#> 24663 VALSEDELSUPPGIFT delimiter or quote R 'https://data.val.se/val/val2018/valsedlar/partier/kandidaturer.skv'
#> 94397 VALSEDELSUPPGIFT delimiter or quote , 'https://data.val.se/val/val2018/valsedlar/partier/kandidaturer.skv'
#> 94397 VALSEDELSUPPGIFT delimiter or quote F 'https://data.val.se/val/val2018/valsedlar/partier/kandidaturer.skv'
#> 94397 VALSEDELSUPPGIFT delimiter or quote 'https://data.val.se/val/val2018/valsedlar/partier/kandidaturer.skv'
#> ..... ................ .................. ...... ....................................................................
#> See problems(...) for more details.
problems(candidates)
#> # A tibble: 63 x 5
#> row col expected actual file
#> <int> <chr> <chr> <chr> <chr>
#> 1 24663 VALSEDELSUPPGIFT delimiter or quote , 'https://data.val.se/…
#> 2 24663 VALSEDELSUPPGIFT delimiter or quote R 'https://data.val.se/…
#> 3 94397 VALSEDELSUPPGIFT delimiter or quote , 'https://data.val.se/…
#> 4 94397 VALSEDELSUPPGIFT delimiter or quote F 'https://data.val.se/…
#> 5 94397 VALSEDELSUPPGIFT delimiter or quote " " 'https://data.val.se/…
#> 6 94397 VALSEDELSUPPGIFT delimiter or quote F 'https://data.val.se/…
#> 7 94397 VALSEDELSUPPGIFT delimiter or quote " " 'https://data.val.se/…
#> 8 94397 VALSEDELSUPPGIFT delimiter or quote F 'https://data.val.se/…
#> 9 94397 VALSEDELSUPPGIFT delimiter or quote " " 'https://data.val.se/…
#> 10 94397 VALSEDELSUPPGIFT delimiter or quote F 'https://data.val.se/…
#> # ... with 53 more rows
glimpse(candidates)
#> Observations: 119,920
#> Variables: 24
#> $ VALTYP <chr> "R", "R", "R", "R", "R", "R", "R", "R", "R"...
#> $ VALOMRÅDESKOD <chr> "00", "00", "00", "00", "00", "00", "00", "...
#> $ VALOMRÅDESNAMN <chr> "HELA LANDET", "HELA LANDET", "HELA LANDET"...
#> $ VALKRETSKOD <chr> "01", "01", "01", "01", "01", "01", "01", "...
#> $ VALKRETSNAMN <chr> "Stockholms kommun", "Stockholms kommun", "...
#> $ PARTIBETECKNING <chr> "Alternativ för Sverige", "Alternativ för S...
#> $ PARTIFÖRKORTNING <chr> "AfS", "AfS", "AfS", "AfS", "AfS", "AfS", "...
#> $ PARTIKOD <dbl> 1325, 1325, 1325, 1325, 1325, 1325, 1325, 1...
#> $ VALSEDELSSTATUS <chr> "S", "S", "S", "S", "S", "S", "S", "S", "S"...
#> $ LISTNUMMER <dbl> 14843, 14843, 14843, 14843, 14843, 14843, 1...
#> $ ORDNING <dbl> 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, ...
#> $ ANMKAND <chr> "J", "J", "J", "J", "J", "J", "J", "J", "J"...
#> $ ANMDELTAGANDE <chr> "J", "J", "J", "J", "J", "J", "J", "J", "J"...
#> $ SAMTYCKE <chr> "I", "I", "I", "I", "I", "I", "I", "I", "I"...
#> $ FÖRKLARING <chr> "J", "J", "J", "J", "J", "J", "J", "J", "J"...
#> $ KANDIDATNUMMER <dbl> 355149, 355150, 355151, 355152, 355153, 355...
#> $ NAMN <chr> "Gustav Kasselstrand", "William Hahne", "Je...
#> $ ÅLDER_PÅ_VALDAGEN <dbl> 31, 26, 28, 28, 29, 58, 32, 33, 52, 31, 53,...
#> $ KÖN <chr> "M", "M", "K", "M", "M", "K", "M", "M", "K"...
#> $ FOLKBOKFÖRINGSORT <chr> "Stockholm", "Stockholm", "Nyköping", "Nykö...
#> $ VALSEDELSUPPGIFT <chr> "ekonom, Stockholm", "militär, Stockholm", ...
#> $ ANT_BEST_VALS <dbl> 1e+07, 1e+07, 1e+07, 1e+07, 1e+07, 1e+07, 1...
#> $ VALBAR_PÅ_VALDAGEN <lgl> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,...
#> $ GILTIG <chr> "J", "J", "J", "J", "J", "J", "J", "J", "J"...
Created on 2018-05-03 by the reprex package (v0.2.0).
As for the quotation mark situation, this issue in the readr GitHub repo has an explanation from Jim.