Many of the medieval "Finnish" names are just Swedish names so wouldn't really be appropriate for a Finnish cultured empire.
On a related note, it's pretty annoying that the Finnish dynasty names in EUIV appear to be Swedish. Although I did manage to get a Väinämöinen von Hohenzollern as the king of Finland which was pretty awesome.
I certainly wouldn't want any peasant surnames as name of the royal dynasty in EUIV. Some of the names are all right, because those are names of the Finnish noble houses during that era. Others are names of Swedish families whose members had important role in Finnish politics during this era. However I find the choice of the names rather interesting, because some of those families were really important, but there are couple of families whose landownings in Finland were rather insignificant.
Maybe so in EUIV (though still annoying) but those Swedish names are really inappropriate when in CK2 you can have a Finnish kingdom/empire that has never been conquered by Swedes.
If you want old Finnish surnames then you could go with ones which end to suffix -nen.