The country's location (60°-70° northern parallels) influences the weather in Finland partly, which is common for the weather in Scandinavia. Being located in the Eurasian continent's coastal zone, Finland is both in a maritime and a continental climate.
Note that Finland's weather is not as cold as many think - the Finnish average mean temperatures are higher than that of other regions in the same latitudes (i.e. south Greenland). The temperature is raised mainly by warm airflows from the Atlantic, and also by the Baltic Sea. You can also take a look at the current local weather in the cities of Finland.
The weather in Finland is variable and can change very quickly, which is commeon for weather in Scandinavia. When there are winds from the west, the weather is generally warm and clear in most part of Finland. Finland is located in the zone where tropical and polar air masses meet, so the Finnish weather tends to change quickly, especially in the winter months.
Finland's winters are long and cold. Especially in northern parts of Finland you can find snow on the ground for 90 - 120 days each year. The mildest weather in winter is found in southwestern Finland amongst the countless islands in the Baltic Sea.
Keep in mind that beyond the Arctic Circle in the north of Finland, you can experience the Midnight Sun each summer (also see Natural Phenomena in Scandinavia).