Finland is one of the safest countries in the world. However, as in anywhere else in the world, it is better to be safe than sorry. You get far by exercising common sense and taking good care of your personal belongings.
In the unlikely event you become a victim of a crime, you should contact the police immediately. You can report the crime online or by visiting your local police station. You can contact the police without worries. The Finnish police is reliable and most policemen speak English. Police officers wear a uniform and carry a badge, which they must present on request.