You Do Need power plug adapter while traveling from Finland to Lesotho.

Here is Why You Need An Adapter

The outlet and plug type used in Lesotho is M 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

Lesotho

In Lesotho, outlets of type M are in use.

Type M