Mike, Nick (our friend from the St Petersburg hostel) and I got the morning train to Helsinki. The border control on both sides was easy - the Russians didn't ask us a thing, even though I had all our various paperwork ready.
After checking into our hostel right by the ferry terminals, we had a walk around town. I didn't really know what to expect from Helsinki, but was pleasantly surprised: it's very clean, the people are friendly and everyone speaks English (a welcome change from Russia), it's pretty, with cobbled streets and trams, and stylish. In the evening we went to a free concert by a group of local classical musicians, but left after the first act, which was like music from a Hitchcock film, crossed with fingernails on a blackboard.
Overall Michael and I really like Helsinki, so far.