In Finland, stay away from regular gloves with separate fingers. You certainly need well-insulated mittens if you go on a snowmobile or dogsled ride, or want to be outside late at night to witness the aurores boréales. Better, make sure that your mittens are double layered with Gore-Tex on the outside to protect you from wind. Plan on having an outer mitten cover over regular gloves for Nordic skiing.
If you take part in a dogsled ride or a snowmobile ride, you will be provided with extra outer layer clothing.