Ice-skating and sledding
Right in the centre of town next to the Central Railway Station you will find Icepark skating ring where you can rent skates and practice your figures to the beat of the music.
The city’s many parks and hills are perfect sledding slopes during the winter. Head to parks such as Kaivopuisto and Sinebrychoff and you will find local children with their sleds. If you don’t happen to have a steerable Stiga sled with you, try riding down with a plastic bag.
Hike in wilderness in Espoo
If you are looking for something more wild, Nuuksio national park is short drive away from Helsinki. Walk along the paths, ski along the tracks or work your way through the unbeaten snow and make a pot of coffee on a camp fire.
Once it gets cold, Nuuksio has a newly-built exhibition centre, Haltia, dedicated to Finnish nature. The exhibitions at Haltia provide a genuine experience of the Finnish nature, and you can also rent hiking gear.
Icy dip to the frozen sea and warm Sauna
There is no better way to warm yourself up after a cold winter day than step into a Finnish sauna. And, believe it or not, take a swim in icy water. See the list of public saunas in Helsinki.
Winter walk in the city
The shoreline and islands are wonderful places to breath in the fresh air and marvel at the views during the winter. The archipelago of Helsinki consists of around 330 islands, and some islands, such as Suomenlinna and Seurasaari can be reached during the winter as well.
On your way back home stop to eat a hot bowl of fish soup in market halls of Hietaniemi or Eteläranta.