I'm about as pale as you are, and a huge NARS fan, so I hope I can help you a bit.
I would definitely recommend Sex Appeal for someone with very pale skin and starting to use make-up. It has the huge benefit of not looking clownish if you happen to use a bit too much (and going overboard on blush on super pale skin shows up immediately).
If you can use a light hand, or have a blush brush that does not pick up too much color at once and diffuse it delicately, you can try the regular NARS blushes. I adore Amour. Deep Throat is great too.
I can confirm that Albatross looks nice on very pale skin too. I'd add that even if Albatross is the same color as your skin, it still is shimmery enough to add light to you face, and that's just the purpose of an illuminator, right? ^^ The thing is too use it very sparingly. If you use too much, you would have a streak of golden white color on your cheeks, and highlighter is supposed to be barely perceptible. Furthermore, colors on Sephora websites are inaccurate.
If you want an idea of what it looks like, look at Planet Marth's look using Albatross and Lovejoy:
http://planetmartha.blogspot.fr/2010...ejoy-fotd.html (she would be NW15, I think).
Basically, with blush and illuminator, the point is that it looks natural and enhances your natural beauty. So use a light hand, go twice if necessary (instead of using too much the first time). It's all about trial and error!
As for lipsticks, it's bit of a more "complicated" issue. Have you ever tried different sorts of colors on your lips? Is there any in particular that you think looks more flattering on you? NARS offers a nice range of colors. I think Dolce Vita is a universally flattering color, and on the sheer side.
Same goes with eyeshadows. Eye color is an important factor in deciding what would make your eye color pop. Also your eye shape, and whether or not you use glasses. Also, using deeply pigmented colors if you're starting using make-up is a bit of a challenge: any mistake in application and blending would be noticeable. I'd say start with colors that are more forgiving in case of mistakes. Vent Glacé Eyeshadow Duo comes to mind.
I don't know from which site you intend to buy, but I've seen that shipping costs to Sweden from Sephora France and Narscosmetics.eu are about the same (21€ to 25€). If you'd like, I can try to find a discount code for Sephora France (usually 20% off), so you can save some money.
Hope this helps!