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My inclination is to suggest looking into Swedish surnames. Berg in Swedish is "mountain" and it was typical of Swedish names to use geographical referrence for surnames. That is if they didn't follow the typical "son of" as in Nelsson i.e. Dahl for example is "valley". Hed is "heath" or "moor". So Hedberg would be a combination of "Heath" and "Mountain" Which is typical of Swedish names. Also, other names like Hedström, Hedlund and Dahlberg are typical Swedish surnames. If it were spelled "burg" I would be more inclined to look at German or Danish names. But, that is my best direction. Good luck!