Lactose increases SG by roughly 344 points/kg/L meaning that adding 300g to a 20L batch you'll increase the FG by about 5 points. Lactose isn't all that sweet so at that rate it'll give a fuller mouthfeel but won't add a lot of sweetness, so it depends what you want really. Fwiw Jamil's milk stout has 450g of lactose (adding about 8 points) and an FG of 1.023.
Thanks for your comments guys, I will leave it out of the oatmeal stout and look to put it into a more traditional stout/milk stout that doesn't contain oats.
I was looking to add just a touch of sweetness to the oatmeal stout.
Brewdog's jet black heart is an oatmeal milk stout. It's my favourite of their beers and a clone of it was the first full scale all grain batch I brewed. Very tasty beer, not too thick or sweet.