Como Flimzy apontou, o visto Schengen permitirá que você entre em qualquer país Schengen, a menos que seja um Visto Limite de Validade Territorial (LTV). De schengeninfo.com:
This type of visa obtained allows you to travel only in the Schengen State that has issued the visa or in some other cases, in the certain Schengen States specifically mentioned when applying for the visa. Apart from these Schengen countries, this specific visa is invalid to any other Schengen country not specified prior. The holder of this type of visa cannot enter or transit through any other Schengen country that is not the first and final destination target. This type of visa is issued in very peculiar cases such as a humanitarian reason or under international obligation as an exception to the common USV system. This type of visa may apply for individuals who don’t possess a valid travel document yet have to travel to a Schengen area on an emergency of any kind.
A orientação de Schengen também não tem ressalvas sobre qual país você viaja.