Finland is around the same size as New Mexico.

New Mexico is approximately 314,310 sq km, while Finland is approximately 338,145 sq km, making Finland 8% larger than New Mexico. Meanwhile, the population of New Mexico is ~2.1 million people (3.5 million more people live in Finland).
Tip: This to-scale comparison of New Mexico vs. Finland uses the Mercator projection, which distorts the size of regions near the poles.