NOTE:I'm a strong Finnish nationalist. Remember that when reading my writing. I don't hate Russians, but I do detest their government(s).

I know more about the origins of the Russians and the linguistic background in Finnish (the rare terms which I dare not try and translate ) but I'll give the general picture.
Some history and linguistics

One theory (a quite predominant one) states that the basis of Russian culture was founded by Vikings from the area of Roden and Roth, which is south of modern Stockholm, who raided the areas around Kiev establishing a proto-Russia while at it. Of course, many pro-Slavs vehemently deny this theory.
But these weren't Finns (at least the original inhabitants of Finland).

While the English word for Russia is based of the area Rus where these Vikings came from. The Finnish word isn't. However, the Finnish word for Sweden, Ruotsi, comes from the same root as the English Russia. (In our perspective we had Swedes to the left and right )

The Finnish word for Russia is Venäjä. The word is based on the old (this part is Finnish terms translated to the best of my ability into English) Germanic word weneth-. The Vends (No clue whatsoever what the tribe is called in English) are a slavic people who inhabited the southern areas of the Baltic Sea. Considering Finnic peoples inhabited areas deep into modern Russia, the word must have come via German traders to Finland.
We also have a word for the Russians from the same root (taken from the Swedish language, ryssä, but it is considered derogatory.

More history, and the reason why we Finns have unique resentment of our eastern neighbors

Since the creation of proto-Finland by Sweden around the 1150's in the 'first crusade', the Swedes (and Finns) have been pushing to extend the control of this proto-Finland more and more towards the East, much to the dismay of our eastern neighbors. Achieving in 1293 the line which has more or less marked the boundary of Catholic West (then later Protestant) and the Orthodox East. Though Finns inhabited both the 'Russian' side and the 'Swedish' side, the difference in culture became more and more marked over time.

The border of Finland has been a long contested front, changing constantly over the years. Some major dates, though remember skirmishes were constant and there are plenty of lesser wars before this point.
- 1293, Swedes reach Karelia.
- 1323, Swedes lose some land. The peace of Pähkinäsaari (Peanut Island) divides Finland between the 'Russians' and Swedes.
- Much fighting but no border changes. But much fighting.
- 1721, we lose (note my choice of words) Karelia for the first time to the Russians.
- 1809, the rest of Finland falls to Russia due to the inability of the Swedish monarch and his choice of military commanders.
- NOTE: Finns were mostly happy under the Russian Empire, as we had a special status of autonomy, but it was revoked and the policy of Russification was initiated, royally pissing off the Finns, leading to ideas of independence.
- 1918, Bolsheviks use military units to try and bring Finland back to mother Russia, they fail.
- 1918 > 1921, Finnish volunteer expeditions try to include certain elements of White Sea Karelia into Finland. A mixture of locals and Bolsheviks fight them off.
- 1939-1940, the Winter War....
- 1941-1944, the Continuation War...
- NOTE: Practically all Finns have a relative (or several) who fought the Russians in one of these two wars.
- 1947, the Paris peace treaty is nothing to bask about with its heavy terms.
- 1944 > 1990, 50 odd years living in the shadow of a hostile nuclear power with marked intentions to include Finland in its imperial possessions. ('Winter Frost' crisis...)

It should be pretty clear why we have a special place for the Russians in our hearts.
To conclude, I'll include a little story. A while back, we had a field trip to the city museum for history class. In my class there is one foreigner, who doesn't speak Finnish , for who I'm a de facto translator. I translated a placard under a picture that explained a Russian cavalry invasion towards Helsinki in the 1400s. Then he said:
"You know, it seems like all of Finland's problems are caused by Russia."
And in a crude way, historically, he's pretty close to the mark.