Finland is a Schengen member state. Citizens of some non-EU countries are required to be in posession of a visa to enter the Schengen area.
You also need to have valid travel documents.

Please check the visa requirement and travel documents accepted by Finland from the Ministry for Forreign Affairs of Finland website.

If you are subject to visa requirements, you should apply for a visa as soon as possible. You must await the outcome of your application before departing. Visas are not issued at Finnish ports of entry, and airline officials are obliged to insist on visas before allowing passangers to board.