One thing though, nationalities and languages in Finnish are not capitalised, but countries are.
"Olen Suomesta" (I am from Finland)
"Olen suomalainen" (I'm a Finn)
"Puhun suomea" (I speak Finnish)
Other things that are not capitalised in Finnish include weekdays (maanantai - Monday), months (tammikuu - January) and holidays (joulu - Yule/Christmas) among other things.