Very true, Askold. So what are the immigration requirements where you are?
They have recently made it harder because of the refugees. Just while ago you could have just gotten married with a Finn to get the citizenship but now that is only possible for Finns who make a lot of money. (So you would have to get a rich wife. Oh the horror.)
Other than that (or proof that you are of Finnish descent) things get tougher. As you need to fulfill 6 qualifications:
1) Ability to speak and read Finnish.
2) ...Actually let's just stop here. I mean there would be things like having a clean criminal record, a source of income and having lived in Finland long enough but seeing as the language bit is enough trouble all by itself this ain't gonna be easy.
Plan B: Become an asylum seeker. You may have to wait until President Drumpf has caused a crisis that forces people to flee from USA.