You Do Need power plug adapter while traveling from Finland to Cocos (Keeling) Islands.

Here is Why You Need An Adapter

The outlet and plug type used in Cocos (Keeling) Islands is I and in Finland are C and F. This is how they look like.

Finland

In Finland, outlets of type C and F are in use.

Type C

Type F

Cocos (Keeling) Islands

In Cocos (Keeling) Islands, outlets of type I are in use.

Type I