Finland was/is always included in Scandinavia from the English-speaking perspective (as is Denmark), even though properly only the northern part of Finland is included in the Scandinavian Peninsula. The Nordic Countries (or “Norden”) includes all of Scandinavia (English perspective), plus Iceland, Greenland, the Aland Islands and the Faroe Islands.
Sort of a debatable subject. At least Finnish is not like the other major languages in the area and the Finns originally came from central Russia.
One group went south to Hungary and the other north to Finland (Suomi).