8 weeks in Europe - Winter itinerary help!

Eight weeks sounded like a lot of time before I read the rest of your post and saw that you want to spend time in Munich, travel through Switzerland and Slovenia, then go to Italy, Spain and Scandinavia before returning to Munich. That's a huge amount of territory to cover. I'd recommend that you start digging into guidebooks to flesh out your destination list. You need names of cities, not countries, to make much progress on your planning. Start with the country that's most important to you. What do you want to see there? How long will that take? How many days will you have left when you head to your second target area? I'm betting you'll end up eliminating one or more countries.

Take a look at the Wikipedia entries for the Scandinavian cities you're interested in. The climate charts normally show monthly hours of sunshine. Those will be very, very low numbers, because days are very short at those latitudes in late fall. Also keep in mind that the average high temperature is something experienced for a brief period in the middle of the day. Even on the average day, it will probably be a lot colder at 9 or 10 AM and at 6 PM.

If I were planning this itinerary, I'd fly from Italy to Spain, from Spain to the first stop in Scandinavia and from the last stop in Scandinavia back to Munich.

I'm sure you'll get helpful input from some of our folks who regularly travel to Europe off-season.
The only off-season trips I've taken to Europe were to Rome and Naples (mid-Feb to mid-Mar 2022) and southern Spain (Apr 2019). I found the days too short for me even in southern Italy in Feb and early Mar, but I am someone who needs sunlight.

acraven is correct. Not that you cant do this and I am an advocate of doing what you believe you will enjoy even if it takes a bit more effort. So, as acraven mentions you will be doing some flying. Thats not horrible in Europe. There are several discount airlines and many of the routes, with a checked bag, will be around $100.

Being winter I would spend your time in the cities and not try for coastal towns. The trains from Munich to Northern Italy I presume have good views and that’s a train trip that sort of works for you. But after than I suspect flights to at least regional centers from which you can take the trains to visit smaller towns.

Your description is so broad that its hard for anyone to help you. But if you did a little research, lets say northern Italy and found a few destinations that interested you and then posted: "The train from Munich to ______. I have a week, what route and where should I stop and what should I see along the way?" you might get useful help. Then do the same for Spain and Scandinavia

Off season, low season, shoulder season generally refers to crowds and pricing but not always to activities and tourism activities. That depends on where. I am a little concerned about your expectations when you talk of Spain and coastal towns.

You need to look for locations with vibrant winter cultures. Locations where short days mean the lights and the stunning atmosphere begin earlier. People who have never held a cup of mulled wine to stay warm (insude and outside) as they looked at the castle lights across the Danube and felt transported to a fairytale for a moment in time .... well sad to have missed it. Find places that revere music and theater because its high season for both. . My city comes alive in November and December, as does Vienna, Prague, Lviv, Kyiv, Sofia but I have been to the Amafi coast in November and it was a cultural graveyard in comparison to the high season.

Probably Scandinavia, certainly Central Europe. As a matter of fact I would delay the trip until 15 November if possible to be at the start of the High Season for such things.

Since you are starting in Munich I would do Central Europe and maybe Scandinavia, but certainly the Baltics.

You're really trying to cover a lot in two months.

Any recomendations for train routes this time of year that would be
scenic?

Any route through the Alps is scenic, as long as you avoid the base tunnels.

The climate charts normally show monthly hours of sunshine.

Just keep in mind that sunshine is not the same as daylight.

No, but sunshine hours are what varies. Daylight hours on a given day are the same from year to year, so they are easy to Google. For example:

Length of day on December 1:

New York City: 9 hr. 31 min.
Stockholm: 6 hr. 44 min.

Is the fly in to / fly out from Munich carved in stone? Life could be simpler if you used an 'open jaw' ( multi city ) approach

We want to hire a car in Italy,

Does this mean a rental car you drive or hiring a professional driver with car to take you from place to place?

Best travel route from Italy to Spain?

Airplane

We then want to spend the bulk of our time up north in Scandinavia
Any recommendations for making our way back down to Munich

I would be inclined to put this at the front end of the trip, due to the limited daylight hours in late December
Airplane