IIRC, this is a post-WWII blend of traditions!
In the eastern, largely Orthodox Christian, part of Finland there was an old tradition of children going around on Palm Sunday, waving pussy willow branches, wishing a blessed Easter and a good year overall to people, and getting some small reward.
In the western, almost entirely Lutheran, parts of Finland there were a lot of traditions and superstitions about witches ("trullit", ultimately from Swedish troll and trollkarl, "magician") going around between Good Friday and Easter Sunday to curse their enemies or to steal luck from others, with people burning bonfires to scare the witches off.
After the Second World War, Finland lost 10 % of its land to Soviet Union, including most of Finnish Karelia. The people of the ceded regions were almost entirely evacuated and resettled elsewhere in Finland.
This brought the western tradition about witches in the Eastertime, and the eastern tradition of children going around with the willow branches, together and as the old superstitions faded and the society secularized overall, they blended.
So now we have children dressed up as witches (or in other costumes) going around with decorated willow branches, and getting candy and similar in return.
If this sounds a lot like Halloween, only in the spring instead of the end of October, you're not wrong! The two main reasons Halloween has had only superficial influence in Finland is that 1) we have a home-grown similar tradition already, and 2) it's generally dark, cold, rainy, and all-around miserable in Finland around Halloween, making it about the worst possible time of year for a holiday where kids put on costumes and go from house to house in the evening.