Finnish partying is all about drinking. It is socially unacceptable to not drink, unless you have a really good reason (being pregnant, hyper-religious or by car are the most common ones). Finnish nightlife is focused on weekends, and because beer in bars is very expensive, most people start their binging at home. During summer evenings also parks and beaches are filled with people on a “soup picnic”.
Around midnight people head to bars and clubs. They are mostly over-crowded and over-priced. Remember to have an ID with you, especially if you are young or young looking (< 30 years old) because nothing gets your spirits higher than being refused to get in after waiting in a freezing snow storm for an hour and a half.