It seems there is a standard problem:
$ sudo adduser håkan
adduser: To avoid problems, the username should consist only of
letters, digits, underscores, periods, at signs and dashes, and not start with
a dash (as defined by IEEE Std 1003.1-2001). For compatibility with Samba
machine accounts $ is also supported at the end of the username

http://www.opengroup.org/onlinepubs/009695399/basedefs/xbd_chap06.html#tag_06_01
http://www.opengroup.org/onlinepubs/009695399/basedefs/xbd_chap03.html
Alias Name:
"In the shell command language, a word consisting solely of underscores, 
digits, and alphabetics from the portable character set and any of the 
following characters: '!', '%', ',', '@'.
Implementations may allow other characters within alias names as an extension. "
and Name:
"In the shell command language, a word consisting solely of underscores, 
digits, and alphabetics from the portable character set. The first character of 
a name is not a digit. "

On the other hand, I've used the useradd command instead of adduser:
sudo useradd -m håkan

and the user got listed in /etc/passwd:
håkan:x:1004:1004::/home/håkan:/bin/sh

I could login and use it, but I wonder if it will break any programs..

** Also affects: shadow
   Importance: Undecided
       Status: New

** Changed in: shadow
       Status: New => Invalid

** Changed in: shadow
       Status: Invalid => Incomplete

-- 
Cannot create a user "håkan"
https://bugs.launchpad.net/bugs/23475
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