Southern Finland. I've found these and some more bluish ones. They are fairly small (the flower itself is about 4-6cm) and have these long, pretty thick leaves. It isn't visible in the photos, but the petals have this glittery look on them.
Here's one of the blue ones, in a vase:
I've mostly seen them near yards or gardens, so I think they aren't native.
Looks like Chionodoxa. No idea what they are called in Finland. They come in white, blue and purple , and can be bought at the garden centre for planting in the fall. One of the earliest to flower in spring. https://en.m.wikipedia.org/wiki/Scilla_sect._Chionodoxa