"Is there anyone here who has an Andrew Gustafson in their lineage"
Most people with a lot of Swedish ancestors have several by that name in their ancestry. This is an exceedingly common name.
You are lucky because he naturalized as a citizen between the 1920 U.S. Federal Census and the 1930 U.S. Federal Census. The 1920 census had PA for his naturalization status and the 1930 census had NAT for his naturalization status. (By the way, the 1920 census says he immigrated in 1904 and the 1930 census says he immigrated in 1902.)
The instructions for the enumeration of the 1920 census says:
"NA" (for naturalized), if he, or she, has become a full citizen, either by taking out second or final papers of naturalization or, while he or she was under the age of 21 years, through the naturalization of either of the parents. "Pa" (for papers), if he, or she, has declared intention to become an American citizen and has taken out "first papers." "Al" (for alien), if he, or she, has taken no step toward becoming an American citizen."
Naturalization at that late date should tell a great deal of information, such as exactly where they were born in the old county (not just Sweden), date and port and ship of leaving Sweden, date and port and ship of arriving in the U.S. and so forth. With that added information, you can most likely get the information needed to help us help you solve this problem.
You can get his naturalization file (far better than his naturalization certificate) from the National Archive branch where he was living when he naturalized. He was in Chicago in both censuses, so this is the archive branch which should have his records.
My dad naturalized in the early 1930s and the file I found there was a few pages long. It was very helpful.
Also, many of us have found the parish in Sweden where our ancestors were born by using an archive called the Swenson Swedish Immigration Research Center. I have posted some examples of records found there on my blog.
I don't see him on an emigration index called the Emibas CD (made from Swedish parish records. It is about 75% complete but it is far less complete after the mid-1890s.) There are too many possibilities without more clues on indexes for the 1880-1890-1900 Swedish Census cds. If we could narrow the possibilities to only a handful, then it would be possible to look at the scanned birth records to find someone with the same birthdate, and then parents would be listed. You need to gather more clues, as suggested above.
In Sweden, Andrew would have been Anders or Andreas. Andrew is not likely but those names were often Americanized to Andrew.
Ancestry.com shows that Andy G. Gustafson married Selma A. Johnson on 25 March 1916. I suppose you've seen that. The Swenson Center might have their church wedding, assuming they were married by a minister. If they joined one of those churches, then the Swenson Center should have their parish of birth in Sweden.
If you find the clues suggested above, then the best place to post would be the Sweden forum. Type Sweden into the "Jump to Forum" space at the top right of this page.