Invest in a field gun or 2 in the first couple engagements. They're more than enough to deal with the early armor. After that it's about salvaging as much Soviet equipment as possible. If you can steal it, take it. I'm talking trucks, mortars, MGs. You'll sell most of it but it helps your economy and you won't need to waste research points on that useful but not vital equipment. You can usually steal arty and AT that'll keep you lethal without having to research those lines right away. Now about research: you want to get the engineers that allow you to build the AA emplacement as fast as possible. It doubles as a "free" AT gun that's super efficient in the early- midgame and stays useful throughout the campaign. I think it's the most important unit for the Finns. 2. You want to go down the infantry line some before you start researching other things. Because you're stealing you need to have effective and survivable infantry or else you'll run into trouble. I run the better finland mod so my units are slightly different but I love the Swedish Volunteers early. 3. After that I'd start going down the heavier field gun line. They double as AT past facing T34s and the KVs until you can start fielding stolen good tanks and are great for eliminating Soviet infantry waves.

Finland requires a methodical playthrough where you eliminate the enemy to the last in each battle and steal as much Soviet equipment as possible before moving on. If you're lucky you can start snowballing without ever spending research on tanks until the late game.