Christmas is called joulu in Finnish (derived from Yule), and as in the rest of the western world occurs in December - joulukuu (literally yule-moon). As there is usually snow (lunta) in Finland at Christmas, they don't wish for a white Christmas. Instead they hope that they won't have a black Christmas (musta joulu).
When you wish someone a merry Christmas, you say hyvää joulua - "good Christmas"! The phrase is in the partive, hence the ä and a on the ends of the words.
In Finland the presents (lahjat) are opened on Christmas Eve. Santa Clause (joulupukki - yule goat) travels down from Rovaniemi, and knocks on the door to deliver the gifts.
Another more serious Finnish tradition is to visit the cemetary (hautamaa) to place a candle (kyntillä) on the graves of deceased relatives.
