I don't think Finnish is related to Japanese, but it is only kind of a European language. People who live in Europe speak it, but originally the language came from Siberia. It is fairly closely related to Estonian, their neighbor and distantly related to Hungarian, who are from a different region of Siberia a long time ago.

Why are they pale, skinny, and blond?

I don't know enough to give a good answer to this, but it is common in that part of Europe.

Strange? He came from the land of saunas, reindeer, wonderful nature. He might have thought wherever you are from is strange too.