As there are four distinct seasons in Finland you will need very different clothes during your stay. At the beginning of the autumn semester or at the end of the spring semester you may need summer clothes as the temperature can be 20 degrees. Later in the autumn (October - November) and in the spring (March - May) you need rain and windproof outdoor clothing. The temperature can be above or below zero during these periods. During the winter months (December - February) the temperature is usually below zero which means that you need warm clothes. The secret to keeping warm when it's cold outside is to wear layers of clothes: first an under-layer that draws perspiration away from the skin. Then another layer of warm clothing and on top of this a warm coat. You also need warm socks and shoes, gloves, a scarf and a cap.
Useful tips on how you can make the most out of winter is found on the following website: