Swedish and Norwegian form of Nicholas, from Greek "victory (of the) people".  Nils was originally a nickname for Niklas but is now a  popular Scandinavian given name.  Nisse is a pet name for Nils as well as for Niklas.

A correspondent [MG²] has questioned whether the Scandinavian names Nils, Neils are equivalent to Neil but it is fairly certain they are variants of Nicholas. That is not to say that they might not be Anglicized as Neil in individual cases.