Finland only became independent in 1917, at the time of The Russian Revolution. Finland had been a Grand Duchy of Russia since 1809. Before that it had been part of Sweden, who provided the aristocracy of the country - The Finns being a non aristocratic society. Sweden had been Swedish since the 13th century when it first emerged as a political entity.
Since 1917, Finland has found itself in the frontline of European divisions. During The Second World War it was caught between Nazi Germany and Soviet Russia. it was fortunate to escape Soviet occupation in 1945. Finland followed a policy of neutrality believing it to be the best insurance of its continued independence during The Cold War. Now, as Russia becomes more militant and unstable under Putin, Finland is preparing to join NATO, having previously joined The European Union in 1995.
Further Reading
A History of Finland by Henrik Meinander. A most comprehensive and readable introduction to the entirety of Finnish history.