Especially early summer - May and June - are pleasant in Finland. And this is why. When you pick when to go to Finland, keep in mind that the Finnish summer holidays are in July, which equals higher prices, some business closures, and advance reservations. And after that, August and September have more annual rainfall.
At the other end of the spectrum are the winter travelers. When to go to Finland in the winter months depends on the kind of activities you like to do. If you want to see the Northern Lights, aim for December. It's a pricey time of year, but Christmas in Finland with all the snow and the local events, is a great experience. Don't forget to visit Santa in Lapland!
As a winter sports enthusiast, when to go to Finland is not really a question...more of a flexible choice of January through March, the coldest months in Finland. At least you'll have more hours of daylight than you do in December. The time of the Polar Nights has passed.
September and October are good for budget travelers that aren't sure when to go to Finland. No crowds, low prices, but many attractions will be closed.