Why is Finland?

Why not?

I assume you mean "Why does Finland exist?," or, "How did Finland form?"

Finland was formed by the Treaty of Versailes, which ended World War One.

EDIT: No, Finland wasn't formed by the Treaty of Versailles. Finland is an older nation which has been under the Swedish empire and later the Russian empire. Finland became independent from Russia (Finland had autonomy) in 1917-1918 (Yes, after WWI) through Finland's own effort. And without bloodshed. :)