There is no real castle in Malmö, but we have Malmö hus where royalties used to live and from where they would protect Malmö from outside enemies (Danes). Malmö hus (translated Malmö house) is now a museum.
It is a perfect place to go when it’s too windy in the summer, or when the weather is too rough altogether ;). I would divide it into three sections: the art exhibition with various exhibitions, the museum of the old castle and a section with animals, both living and dead.
When I come here with my kids, we usually see the section with the animals. There are playrooms along the path where they can run and have fun. The first part is with living animals and description of life on Earth. We like the fish and the butterflies and are scared of the snakes. The next part shows animals from Sweden and is very informative – for all ages.
If there is time, we also go to the exhibition. There is always something that is for kids as well. Usually they have a DIY room too where the kids can relax, draw and be creative. The last section is the museum. It is also very nice, but we only get there if the kids have the energy (it is mostly big rooms).
If you come here, the ticket also includes a visit to Malmö sjöfartsmuseum (the maritime museum), so a whole day can easily be spent here.