The Imps made a bright start and showed their intent from the opening whistle. An early corner from Nano caused problems inside the Mjällby penalty area, with Bernardo Lopes' volley being blocked after a dangerous delivery.
The hosts gradually settled into the contest and took the lead in the 18th minute through Aki Samuelsen, despite appeals for a foul on Kike in the build-up. Samuelsen struck again six minutes later to double the advantage before Jacob Bergström added a third in the 31st minute.
We felt we should have been awarded a penalty before the break when Bernardo Lopes' close-range header appeared to strike the arm of Tony Miettinen, but after a VAR check, play continued.
Juanma Pavón introduced Alex Mula and Yussef Flalhi just after the hour mark to shift the momentum, and the substitutions had a positive impact. Similar to the second leg against Inter Club d'Escaldes in Andorra, Lincoln looked far more threatening after the interval, with Yussef's pace stretching the Mjällby defence and creating more space in attacking areas.
The hosts were awarded a penalty in the 66th minute, but Jaylan Hankins produced an excellent save to deny Mjällby a fourth. The danger was not over as the rebound fell kindly for Elliot Stroud, but the soon-to-be Hull City signing somehow struck the crossbar from close range.
Facundo Álvarez entered the action midway through the second half and immediately combined well with Yussef, forcing Robin Wallinder into a save with a powerful effort from outside the area. Nico Pinto was then introduced for the closing stages as we continued to battle until the final whistle.
Although the first-half scoreline leaves us with work to do, there were encouraging signs after the break, with a disciplined and energetic second-half display providing plenty of positives to build on.
The tie now heads to the Europa Point Stadium next Tuesday, where the Imps will look to produce another memorable European night in front of the home support.