There is an old castle close to the central station. You can also see the bridge and Turnings Torso, tallest residential building in Scandinavia. But, in my personal opinion is that you will see more by going to Ystad or Lund. Or maybe Helsingborg.
>Also we want to try Princess cake - any suggestions on where we can find some?
Prinsesstårta should be available in most cafés
For princess cake, Mormors at Spångatan close to Triangeln, Hollandia on the pedestrian street or Konditori Katarina at Hamngatan (close to central station). The cool stuff store at Hamngatan is worth a visit if you pass by anyway.