1. I want to eat sweets.

Question

2. I want to eat candy.

(Are both the same? What is 'sweets'?
Are sweet foods all sweets? Or sweets is just candy?)

Answer 1

The British usually use "sweets" the same way the Americans use "candy."

Your first sentence is correct for Britain; the second is more common for the U.S.

http://www.macmillandictionary.com/dictionary/british/sweet_23