Strategy for Fall Barbarossa
Strategy for Finland
Finland can be a refreshing change, playing in a minor and support role of a big operation. You won't be able to do anything major, and if you want that, Germany is probably a better choice.
First order of business is re-taking the territories lost in the Winter War. After that, leave a suitable garrisson in Vipurii, and try to attack Leningrad if at all possible. You should be using the northern troops, especially the German ones to take Murmansk and the nearby territories. With some nice deployment, you should be able to encircle some Russian divisions at Kola. Afterwards, once the Germans reach Leningrad (they do most of the time), you can help them attack it.
Unfortunately, most of the time, the scenario ends with a marginal victory for the SU, if you aren't playing Germany.