There are several sweet cheeses. Think ricotta (used to fill cannolis). White Stilton is a delicious sweet cheese and is often made with fruit in it (lemon and apricot are my favorites). Cranberry Wensleydale is also great. Mascarpone is used in all kinds of desserts. None of them are sweet like eating candy (although I can eat some white Stilton like candy), but they are subtly and delicately sweet, and are definitely different flavor-wise from traditional savory cheeses. Try some, you might get hooked!