I got married last week. I am (female) American and married my (male) native Finn fiance. The best advice I can offer if you plan on getting married in Finland is to find the maistraatti of the city where you will get married and call them and ask. Call them yourself and then have your fiance call also. Make sure at least one conversation/set of answers is in Finnish. Then compare answers. Based on my experience, I always got my questions answered but when my husband would call, of course being FInnish he got the same answers, but also got extra information.
Yes you need an affidavit. Maybe you can get it in your home country, maybe you have to get it from an embassy, but definitely find out before you leave. I wasn't able to get mine in my home country (USA doesn't do affidavits) but was able to make an appointment (MONTHS in advance) at the embassy in Helsinki.
Other than that, all we needed for the marriage was my passport. If you have something other than a civil ceremony, you might need more.
So plan ahead as much as possible.
Make sure both of you call same places, get same answers and information.
And then months, weeks later REPEAT, to make sure nothing has changed or there isn't new or extra information just because you talk to someone else.
Good luck.