Finnish alphabet: Definition and Links by Encyclopedian.com

A, B, C, D, E, F, G, H, I, J, K, L, M, N, O, P, Q, R, S, T, U, V, W, X, Y, Z, Å, Ä, Ö

The main feature of the Finnish alphabet that makes it different from other Latin based alphabets are:

the three extra vowels, "Å", "Ä" and "Ö".
In collation "W" is equivalent to V.
"Š[?]" and "Ž[?]" might be seen in transcriptions (and a few loanwords) from Slavic languages: "Tšaikovski, Gorbatšov, Tšetšenia, Tšekki, Azerbaidžan, Brežnev, daža."

"Å" is only used in Swedish names on persons and (rarely) places.

"W" is used mainly in foreign names and loanwords. Some old Finnish names still retain it from the time when it was used instead of "V".

The "Ä" occurs frequently, for example even five times in päivämäärä (date).

The characters "Å", "Ä" and "Ö" looking similar to German umlauts ('ü', 'ä', 'ö') are in fact considered letters of their own merits, despite them representing sounds similar to the corresponding sounds in German. As it's not a case of marking grammatical variation, i.e. of tempus or modus, or of syllable modification (i.e. diaeresis), it is in fact not a case of diacritical marking, and it ought to be improper to call these characters umlauts. However, no better name is known in English.

Due to technical reasons or for convenience, the letter combinations "sh" and "zh" are often used in quickly or less carefully written texts instead of "š" and "ž". In Finland this is illogical and may even cause problems in interpretation. This kind of practice is against the Finnish orthography, where each sound corresponds to one letter, and each letter corresponds to one sound.