The terms “Finland” and “Finns” are external obscure derivations from early (first century C.E. ) Roman references to people known as Fenni (probably Lapps or Saami) who occupied lands north of the Baltic Sea. In their own language, Finns generally refer to themselves as Suomalaiset and their land or country as Suomi , which may derive from suo , the Finnish expression for a bog or swamp.

When introducing themselves, Finns will give their first name followed by their surname. Women who use both their maiden name and their husband’s name will state them in this order.

Source: http://www.everyculture.com/Cr-Ga/Finland.html