Mine call me by my first name, but then that's because I'm hip and an ageing baby-boomer and well, "Daddy" kind of sucks as a name, and we found it was pretty bloody useless, too, in shops if we got separated from the kids. Much better that they yell out your name in a loud voice (or, as mine did on at least one awful occasion, the little bastards, they go trotting off to the information desk and put out a paging request over the Stockmann tannoy system).
Oh, and they are bilingual, except that now they aren't, really, because being bilingual makes it so much easier to add a third and a fourth and a fifth.
But the key issue is: they are Finnish. If you live here and raise them here, deep down, that's what they will ALWAYS become, no matter how much nurture there is at home. The outside environment is so much stronger. That said, they are not "ur-Finnish": they CAN see the wood for the trees.
It's a wonderful thing, just as long as a child has SOMEWHERE to call "home".
)