There are some words and phrases I've always associated with Finnish.
The word
ainu resembles a lot the Finnish word
ainoa and the slang form
ainut, which mean 'only, single, sole'. Since the Ainur once (except for Ilúvatar) were the only ones existing and inhabiting Arda, I find it no weird at all that they might be respectfully named The Only Ones. Of course, this may be a little bit far-fetched, and I don't think Tolkien really intended to name the Valar after such a word, but it's too easy to interpret it like that.
I also had fun when reading the first part of the Books of Lost Tales. There was a picture of the world, in the shape of a ship. It was called
I Vene Kemen, 'The Shape of the Earth' or 'The Vessel of the Earth'. As
kemen is the word for earth,
vene should be the word for vessel. However,
vene happens to be the Finnish word for
boat. The same word is repeated in the name
Kalavénë, the Ship of Light.
Kala means a fish. As a Finn I had problems not to laugh at the magnificent name of the Sunship. I believe it might not be an accident that
vene seems to mean a ship or a vessel, but
kala has nothing to do with light.
Koivië-néni, the earlier form of Cuiviénen, reminds me of the Finnish words
koivu (birch) and
niemi (cape). It's not hard to connect
koivië to
koivu, but I'm not sure if I associate
néni with
niemi just because of a Finnish nursery tale: little children are scared by telling stories of evil
Koivuniemen herra,
Lord of Koivuniemi, who will come and give them a beating if they don't behave themselves.