FINLAND. The waterfront city of Helsinki is a lively jumping-off place for adventures in Lapland, Stockholm, and even Leningrad.

HELSINKI is a hub. From this large and lively waterfront city you can take an overnight ferry to Stockholm; an eight-hour train ride to Leningrad, the old capital of Russia; or a two-hour plane ride to Rovaniemi, the capital of Finnish Lapland. Helsinki is also is an ideal point from which to sample the remarkable diversity of the region. In two unrushed weeks you can take in Stockholm's medieval Gamla Stan (old town), Lapland's wilderness safaris, and Leningrad's sumptuous Hermitage Museum -- not to mention Helsinki's own attractions, such as its open-air harbor market.

I explored all of these last summer during the season of the midnight sun. But you could just as well venture to Finland in the winter -- when Lapp safaris are by sled rather than jeep, when the Helsinki-Leningrad train ride resembles scenes from ``Dr. Zhivago,'' and the ferry ride to Stockholm beckons you to the ship's sauna rather than to its decks.

What follows is a sample of my journey, a mere hint at possible ventures in this corner of the world. Helsinki

Finland, a grand duchy first under Swedish rule and then under Russian, has been an independent democracy since 1917. Its capital city, Helsinki, was founded in 1550, devastated by fire in 1808, then rebuilt in neoclassic style by the Russians. Thirty percent of this metropolis has been reserved for parks, which makes walking the city a delight. A favorite place for tourists and locals is the Esplanade -- a lively park, 200 feet wide, which runs through the center of a half-mile-long avenue connecting Helsinki's main boulevard (Mannerheim) with the bustling and colorful South Harbor. The park is dappled with outdoor caf'es, fountains, and bandstands that vie with exquisite shops for one's attention.

At Helsinki's South Harbor market, bright orange canopies shade diverse products: Fine furs are displayed next to potatoes, plastic trinkets alongside flowers and beautiful wood carvings. Some vendors offer a uniquely Finnish item: birch branch switches for use in the sauna.

On the south side of the market you can climb aboard a harbor tour boat or voyage by steamboat to a fortress-turned-restaurant on a nearby island. From the north, the yellow presidential palace and the majestic Uspenski Cathedral look down onto the marketplace. Behind the palace is Senate Square, the city center that movie fans saw in the films ``Reds'' and ``Gorky Park.'' The symmetrical architecture here so resembles that of Leningrad that the area is frequently cast as the old Russian capital in films.

Food in Finland is tasty and substantial -- a cuisine born of long harsh winters. Soups are deliciously heavy and breads are rich and dark. For a taste of real Finnish fare, walk to the Suomalainen Ravintola (Finnish Cuisine Restaurant) at Sibeliuksekatu 2. Finnish Lapland

When eight friends and I stepped into the airport at Rovaniemi, six bright-faced guides, dressed in safari outfits, converged on us. ``Hello, I'm Naali,'' a tall blond fellow said with a grin. Then, thrusting a stack of army-green pants, jacket, hat, and rubber boots into my arms, he told me, ``These should fit you; put them on.''

Next thing we knew, we were dressed for wear and tear, and our guides had plucked up our luggage and corralled us into jeeps. With us in the drivers' seats and our guides giving directions, we careered and jerked from the airport's narrow asphalt road onto a bumpy dirt logging road, which suddenly swerved left and turned into a series of sand mountains. When the sandy hills gave way to rugged road, we found ourselves surrounded by the raw beauty of a 100-year-old forest. We moved in and out of pine woods, over mossy fells. Purple fire flowers grew extravagantly all over the untamed region.

Suddenly we heard gunshots. A Lapp man, dressed in traditional reindeer-hide leggings and brilliant blue tunic, rushed into the road, held us at gunpoint, and called our little caravan to a halt. Announcing that we could drive no farther because we would disturb his reindeer herd, he insisted that we leave our jeeps and walk. Walk where? I wondered. Soon we were following him up a blueberry-strewn hill overlooking one of Finland's 62,000 lakes. When we came to his campfire and laavo (a reindeer-skin tent), it was clear that this Lapp, named Jussa, had been expecting us and was actually one of our guides.

``We will eat,'' he promised, ``but first, because you have crossed the Arctic Circle, you must go through a ritual baptism.'' He then beckoned me into his tent alone and motioned that I must drop to my knees. Next he held a knife to my throat and instructed me to repeat after him three impossible words. I failed miserably. Then -- well, you must discover that for yourself when you explore Lapland.

After we had all been ``baptized,'' we sat around the campfire where Jussa grilled reindeer meat for us and offered fresh coffee in wooden cups. While we ate, he told of his life as a herder and guide.

Then he tilted his head back and sang for us in haunting though off-key, tones: Ho lay low lee low. . . . Stockholm

At 6 o'clock any evening you can take an overnight luxury ferry from Helsinki to Stockholm and spend nine hours exploring that city before the ship returns to Helsinki. The ship itself, whether you use the Silja or the Viking Line, is a delight, with a vast choice of dining and entertainment possibilities. Round-trip fare in a double cabin ranges from $100 to $200 per person, including meals. If you want more than one day in Stockholm, it is possible to have your ship booking include a stay there, overnight or longer.

Stockholm is lovely, originally built on 14 islands and now spilling over onto the mainland. A contrast to the modern glass and concrete area of the city, with spacious tree-lined boulevards and huge shopping arcades and piazzas, is the Gamla Stan. Here you'll find tradition lingering on narrow cobblestone streets, in medieval buildings, in antique shops, and the royal palace.

East of the Gamla Stan is the Vasa museum, which houses the mighty Vasa warship and a tale of maritime woe. On Aug. 10, 1628, the elaborately ornamented ship was launched; to the utter chagrin of its builders, it keeled over and sank before getting out of the harbor. In 1961, after 333 years on the harbor floor, it was resurrected intact.

If you don't speak Swedish, look for special ``tourist taxis'' sporting a British flag decal on their windshields. The drivers of these cabs speak English, and, in addition to getting you to sites of your choosing, they offer special sightseeing tours at fixed and reasonable prices. Leningrad

At noon, a friend and I left the railway station in Helsinki on a Soviet train. We shared a comfortable compartment with four others -- a Russian woman and her 30-year-old son, and an American mother and daughter whose husband/father had lived on and off in the Soviet Union as a scholar, beginning in 1928.

The train ride itself was a rich cultural exchange, with wide window views of farm fields and forests.

Sunlight shimmered on wheat fields and flashed in between branches of tall pines when we crossed the border. ``You have arrived on one of our country's 60 sunny days a year,'' said a young Soviet train official, who had just confiscated my Newsweek magazine because it had a story about Afghan rebels in it. ``The weather depends upon the behavior of tourists,'' she added with a grin.

The next morning we were up early to explore Leningrad. The city, originally named St. Petersburg, was founded by Peter the Great on the banks of the Neva River in 1703. After the revolution in October 1917, the city was renamed in honor of its leader, Lenin.

The straight lines, right angles, and symmetry of the city's architecture echo the rational, centrally organized Russian state that Peter imposed during his 20 years as czar. Its splendor and elaborate artistry reflect the exquisite yet extravagant indulgences of a ruling elite.

Peter the Great's grandson, Peter III, married Catherine II in 1744, only to be deposed by her and her lover. It was Catherine who set aside part of the Winter Palace as her own personal museum, instructing her agents to collect the best obtainable works of art -- the beginning of the world-famous Hermitage Museum, which now fills the enormous turquoise-and-white palace.

Only after the October Revolution did the Hermitage collections become accessible to the masses. The museum inventory tripled after nationalization of collections belonging to the fallen Russian aristocracy.

Today, some 2.4 million exhibits are housed in the museum -- including 26 Rembrandts and works by Michelangelo, Titian, da Vinci, and the French Impressionists.

The cost of this three-night, four-day trip to Leningrad is $250. It includes not only transportation, lodging, food, an opera or ballet, and tours of the city's major sites, but time for you to explore on your own.

On our second evening there, we walked the city's main avenue, the wide Nevsky Prospect, for several hours. Countless Russians were strolling in the late-night summer sun. More than once, we were approached by young Soviet citizens.

``Ah, you speak English,'' commented a lanky youth with black hair. ``Where are you from?'' When I told him I was from the United States, he responded that he knew that, but where in the States? ``From Maine,'' I responded. ``I have an `I love Maine' T-shirt,'' he told me triumphantly.

His name was Sasha, and he sported a variety of pins on his maroon and gray sweater: an International Youth Year pin, a World Peace pin, a pin with United States and Soviet flags overlapping. He offered this last pin with the request: ``Tell people at home that we are just like you -- not red, not beasts, not full of war. Just people.'' Practical information

For more information about tours in and around Finland, contact the Finnish Tourist Board, 655 Third Avenue, New York, N.Y. 10017; (212) 949-2333.

Bunny McBride's trip was partially sponsored by the Finnish Tourist Board and by Finnair.