Okay well the whole language thing Finns are proud of? Not being Indo-European but Finno-Ugric? That's at least one of the common things. Then there's the religion of Suomenusko which is strictly called Finnish Paganism even though it was also all over Russia. Of course they're not a 'country' at the time, but that's still a part of the history of Finland. And when I said 'invaded by said neighbours' I mean countries like Russia, Denmark, or Poland invading the geographic area (and administrative - see 'Duchy of Finland' in the Russia, and the 'County of Finland' in Sweden) of Finland.