Finnish and Hungarian is Uralic, Turkish is Altaic. So, they belong to Uralic/Altaic language family. This is just a language family and it does not mean we are genetically relatives. It just shows we have 'similar' roots once upon a time(Maybe 1000-1500 years ago but we are so different now).
I presume you saw some bunch of idiot Turanists on the Internet. I am not one of them. However, Uralic/Altaic language family makes more sense to me and it is disputed by the political reasons I guess. You can search and find out the similarities between Hungarian, Finnish, Estonian, and Turkish. Indian and Swedish languages are in the same family too but they are not similar as we know :)