Pieni Chilipalko refers to a positive aspect of having a complicated noun declension and verb conjugation system (lots of different forms of a word): word order can be rather free, as the form of the word reveals its meaning, no matter where in the sentence it is found. In order to put emphasis on a certain word you can place words in different order. If a language loses grammatical forms, like English and Swedish, this often makes the word order strict, and instead of learning the different cases you have to learn the correct word order.
In the first section Duolingo teaches only the forms of the first and second person singular. Here are all the six personal pronouns with the respective forms of the verb to be:
minä olen = I am
sinä olet = you are (thou art)
hän on = he / she is
me olemme = we are
te olette = you are (plural)
he ovat = they are
As you can read from the tips, the first and second personal forms are optional (minä, sinä, me, te), so you can drop them, because the verbal forms reveal the person. This is a feature that Italian, Spanish and Portuguese speakers are accustomed to. Thus, you can say "olen suomalainen" instead of "minä olen suomalainen".
Because Finnish is not an Indo-European language, it may be difficult to recognize the meaning of a word in a sentence, whether it is a pronoun or a verb or something else. On the other hand, one can notice interesting resemblances with the Indo-European languages that can help to remember (depending on which language you know): minä - English "mine", hän - Scandinavian "han" and "hon / hun", me olemme - Polish "my jesteśmy", olette - Italian "siete", he puhuvat (they speak) - Russian "они говорят" (oni govorjat) etc.
If you are on mobile you should be able to press a letter a little longer than usual and get to see and choose accent marks and such. While "ä" and "ö" have nothing to do with "a" and "o" you should be able to find them under the two. If I press "o" for a second or to, for instance, I get to choose between "œ", "ő", "ø", "õ", "ô", "ó", "ò" and "ö".