In Finnish we call Germany "Saksa".

Then again we also call our country "Suomi".

I guess we just like being different.

Yes, although to be clear, it's Latin that borrowed the word and not the other way around. Tysk comes from old Swedish þýðiskr, in turn from Proto-Germanic þiudiskaz. Theodiscus is a latinization of the word somewhere along the way.

Saksa apparently comes from German Sachsen ‎(“Saxony”), which is a region in present-day Germany. The more you know!

Isn't 'German' the English word for 'Tysk'? Dutch would still be... Dutch (spoken in The Netherlands and Flanders, Belgium).

Although I get that the word 'Dutch' clearly has the same origin as the rest of these words.

In Spanish we say alemán and Alemania, tudesco may be a very very old name, I,ve never heard this name, not even in literature , another word..teutón..is more known.

That's back-to-front though, sjaelsamlaren, as far as Latin is concerned. Theodiscus is a later latinization of the earlier Proto-Germanic word þiudiskaz (þ=th), an adjectival form of þeudō (the people).