Finland was an interesting introduction to northern Europe. Much of the time that I was there was chilly and raining, but I was able to get out and see a few things in between.
In Helsinki, I stayed a ways outside of the city center (that's what you get when you're on a budget) so there was a lot of walking. My strongest memory will probably be the sleeping situation itself. I was in a dorm with 26 beds, and I was the lucky one to get bed "L" which put me in the aisle next to the door and a window. I hadn't even thought before about how far north I was, and didn't even consider that it would be light for twenty hours a day. Needless to say, it was a rough few nights of sleep.
However, the city itself was quite nice. The harbor and churches were beautiful, and there were a lot of parks.
I made two side-trips to clnearby cities: Turku and Porvoo. Turku is known as a medieval city, complete with castle. My experience wasn't the greatest, having to pay an exorbitant amount for the (albeit nice) train ride and getting horribly lost looking for the castle.
Porvoo was a nice trip. The town is much smaller and has a nice old town to wander around in.