Well, the American public television show Frontline/World seems to think so:

Scandinavia boasts the highest per-capita coffee consumption in the world. In Finland, people drink more than four cups of coffee a day on average.

Other online sources say five-six cups/day. Statistics Finland says Finns buy 8.9kg dry roasted coffee per person per year. A page on Coffee in Finnish History gives some background:

Coffee drinking in Finland became forbidden in the year 1767 but it didn’t succeed; those who had money enough bought this expensive “unhealthy luxury drink” illegally, in secret. Finally, the Government had to give up and the citizens got this “healthy medicine” as they knew it. At the beginning of the nineteenth century it spread throughout the countryside, first among the wealthiest people. It became so popular with public celebrations in villages that everyone wanted to drink it also in their homes, at least on Sundays after church attendance. And if one couldn’t afford it, one didn’t have to stay without; a mixing of substitute and real coffee became less expensive. They added usually rye, barley, peas, beans and chicory etc. Later it might happen that when the harvest turned out badly and there was then lack of food they had to leave the real coffee away totally. But it helped people in such situations when they didn’t have to leave “coffee” drinking.

By the beginning of the 20th century coffee drinking came to every house in Finland. It became common that coffee was taken three times every day and on the coffee table there were also buns etc. so it had changed the daily food structure. Sugar and cream came later , too. All kinds of coffee culture arose. Normally coffee beans were bought raw and these green beans were then roasted at home. For that work, there was a special pan called rännäli (from the Swedish word “brännare”). After that operation, the beans were ground in a little handmill before infusing in boiling water.

As for the supposedly salutary effects, here’s a report on a study of Finnish coffee drinkers.

(It’s always fun to Google stuff when you’re wired on coffee!)