Well totally depends on the place where you have opted to stay. Well if you are a nature lover you should really go and explore the Finland.
Compared to Norway , Denmark and Sweden , Finland is the cheapest.
But then Visiting the Scandinavian country within this 12 days would not be enough to actually enjoy or explore it on a satisfactory basis. this would be like you would be running around without enough time. Try the canal tour in Copenhagen. Do not miss the Vasa Museum in Stockholm. Take a tram from Stockholm to Copenhagen. You have to spent minimum 2 days at a country to get a satisfactory vibe of the place. Helsinki is a beautiful place to visit. I would spent the 12 days to visit Finland , Estonia and Latvia which would give you ample time to explore these places and Try Denmark , Sweden and another time. For the time being this is what a person who stayed in Finland has to give you as an itinerary for your 12 days. But then i would suggest explore 3 places within the 12 days. Day 1: Arrive in Copenhagen. Visit the major attractions. Day 2: Spend some more time in Copenhagen. Stroll in the beautiful parks, spend more time in Nyhavn, have a nice lunch. Leave on an overnight train to Stockholm. Day 3: Arrive in Stockholm in the morning. See the major attractions, like old town, during the day. Day 4: Spend some more time in Stockholm. Visit museums, maybe take a ferry to nearby archipelago. Leave on an overnight ferry to Helsinki. Day 5: Arrive in Helsinki the other morning. Helsinki is a small quiet city so I would cover the major attractions in one day. Day 6: Enjoy fresh Finish delicacies in the morning at market near the harbor. Leave on a 3 hour ferry for Tallinn, Estonia. Day 7: Spend the afternoon and evening checking out the old town which is charming. Enjoy a nice Estonian meal in the evening. Day 8: Have a relaxed morning. Leave on a bus for Riga in the afternoon. I would choose Lux Express/Simple Express. They’re comfortable, cheap, have entertainment screens and bus journeys are the best for enjoying the scenery along the way. Arrive in Riga in the evening. Day 9: Explore Riga, visit the main points of attractions. Day 10: Leave Riga on the afternoon for Vilnius on bus. Arrive at Vilnius in the evening. Day 11: Visit the old town area in Vilnius. Have a nice Lithuanian dinner in the evening. Day 12: Fly back.