Depending on what you want to see. We have strong 4 seasons going on through the year.
I wouldn't suggest to come here between end of September to January, because it's dark and cold. What you will mostly see is angry people - especially near Christmas. Also if you want to go to bar or a gig, you might have to wait even 30 minutes in the cold before getting in! There's also a way to avoid this: go earlier to the bar (meaning 11 to 12 pm). What many Finnish use is, that they get their names on the list. But this way you must know someone who works in the bar.
How to discover the beauty
From February to beginning of spring (=end of March) is very good time to visit Helsinki, if you want to see the beauty of this city when it's covered with snow. The days are now longer and mostly it's sunny all the time. The weather can be cold, but it's worth it. And if you get cold, there are plenty of bars/coffee shops in the central Helsinki, where you can go and have a warm soy latte or so. Also in sundays there are plenty of people having a sunday walk - in the ice! Yes, from February to mid March you can walk on the ice. This way you can have a good panoramic view from Helsinki from the sea and by foot. Walking over the water, just like Jesus...eh..
Also this way you can go to the islands. But remember to stay where other people are. In some points the ice might be melted. Many people also die because of going to wrong places... So keep your eyes open!
Good places to walk in the ice is near Kaivopuisto, where you get by foot or with tram number 3T. If it's a sunny day I would recommend walking! But remember to wear warm clothes, especially wool socks.
The first sunday of March is Laskiainen. This means everybody goes sledding! Ok, not everybody, but Laskiainen is very good reason to do this. Before hitting the sledding hill, you must pack with you Jallu hot chocolate. Jallu aka Jaloviina is Finnish strong alcohol, which has got super trendy during 2 years (later I will give tips what else you can to do with Jallu). When you mix Jallu with hot chocolate it makes a very good drink which warms you up! After sledging you must go and eat Laskiaispulla, which is a basic bun with cram. Also inside it you can choose marzipan or jam. I usually take mine without both of those. Just with cream!
Good place to go sledding is in Koff park, Koffin puisto (real name Sinerbychoffin puisto). It's located between Hietalahti and Punavuori. Also you can find secret sledding places from Kallio, because Kallio is much more hilly place than central Helsinki. I will tell about Kallio later on.
This weekend I m going to post how to do vegan Laskiais-bun!
Concerts and gigs?
It sure is true that no one want's to play a gig in the cold. And no one wants to stay outside and listen. So during the winter all the concerts and gigs are held inside. Bigger concerts are usually held in ice hockey halls, when smaller ones are in Tavastia, Kaapelitehdas, Korjaamo and so on. I will make a better list of these later on.
There is a ice skating place in the central, but it costs a lot and its full of Russians, because their tour busses stop just near there. Better place to go ice skating is in Kallio and Braahen kenttä. You an get here straight from the central with tram numbers 3B, 9 and 1A. Also busses run but I wouldn't prefer using busses because the drivers are usually angry.