The "problem" with student residence permits (student visas, as opposed to "traveller/visitor" visas) is that they are usually only granted for studies that lead to a degree. Finnish language courses in themselves would not suffice, since they are not "degree studies" - but you could of course apply for, say, some intensive Finnish course during the summer (Summer Universities, see
http://www.kesayliopistot.fi/english.htm ) and then partake in such a course on a visitor visa. Other language beginners' language course options - see
http://www.infopankki.fi/en-GB/Finnish_Language/ for example...
Let's say you apply in January to a Bachelor's programme that begins in September - if you manage to find a Finnish language intensive course (Summer University courses!) that starts in late July/early August, you might then try and apply for a student residence permit that would enable you to come a bit earlier so that you could take the Finnish intensive course before starting your studies - so that you wouldn't need to go back and forth (first apply for a visitor visa for the language course, then return to your home country to apply for a student residence permit...) - who knows,
if you could present your case & study timetable to the immigration clearly enough that might be negotiable... because by that time you'd have your degree programme acceptance letter anyway, if you are admitted.
Visiting visas are not usually transferrable to a student residence permit. But there may be some exceptions, depending on the case. And apparently you could actually apply directly for a student residence permit in the scenario described above - see:
migri wrote:A residence permit may be granted for studies in the Finnish or Swedish language if the studies are conducted at university level and lead to a degree. Hence, language courses lasting for a few months at private language schools do not normally constitute sufficient grounds for granting a residence permit. Exceptions include situations in which the student has already been accepted for studies at a Finnish educational institution and he or she wishes to familiarise him- or herself with the Finnish language and culture prior to starting the studies.
However you should really check these official issues with the Finnish embassy in your home country, or from Migri
http://www.migri.fi