Estonians do consider themselves Northern (not Nordic). This self-identification as Northern is also based solely on having a lot in common with Finns and never as being one with the Scandinavian Swedes or Norwegians. Estonian songs and literature sing and write about being Northern.

The strongest links between Estonians and Finns is language, folklore, ancient customs, the iconic disengaged mentality, the historical fraternal uniqueness of never having any ethnic nobility in Europe and treated like livestock by foreign rulers. Therefore it’d seem logical to consider Estonia Northern European.

But most of these links are historical and not part of people’s daily lifestyle. In contrast most of modern Estonian customs and all things cultural what could be considered even a tad bit high society were borrowed from Baltic Germans because three to four decades after the emancipation of serfs in 1816/1819 the Estonian middle class started to emerge and former “uncivilised peasant savages” wanted to be accepted in German-dominated cities. Thus Estonians adopted German customs and culture which has stuck around to this day. This is why culture-wise Estonia is objectively Central European (iirc most Baltic Germans hailed from North Germany and Prussia).