Buy a Rail Pass from RailEurope's Web site (see link below), or call RailEurope at (888) 382-RAIL, to visit several cities in Finland and Russia. St. Petersburg can be added to any Rail Pass from Helsinki for around $200, depending on the class you would like to travel in and the age of the passenger.
Travel on to Moscow from St. Petersburg for a look at one of this vast country's most interesting cities.
Choose a ticket on the Sibelius train from Finland, most likely leaving from the capital city of Helsinki. Reservations on this train must be confirmed 48 hours before you want to leave.
Pack your passport with you and always have it handy. You will need it when you validate your ticket as well as on the train if a visa is required for travel into Russia.
Determine whether or not you will need a visa to travel into Russia from Finland. If you do, this paperwork will be handled on the train before departure.
Carry cash to pay for last-minute visas or food on the train while riding.
Realize that there is no non-stop train from Finland to Russia. Instead, you will stop in small towns along the way.
Plan for a somewhat lengthy trip, packing food and other essentials accordingly.
Use the opportunity to take pictures in each town you stop in to make a scrapbook of your train travels.