I'm Finn, and I think that GP wasn't all that insightful, but you're neither.
We fought well in Winter War, because the nation was very well united. It was, because Stalin's purges of the late 30s had largely targeted Finno-Ugric people in the area just behind our eastern border, and were a rather well known fact among us, even among the political left. That's why everybody knew that it was pretty much a fight about our nation's very existence, and the alternative for that existence would have been a nightmare. Stalin's establishment of Terijoki puppet government and his other known-to-be-rubbish propaganda also stressed that fact. Everybody also knew that Stalin had started a war of aggression (see Shelling_of_Mainila; Yeltsin agreed with that interpretation at 1994).
Soviet army was also very poorly led (again, due to Stalin's purges), had poor winter equipment (and that winter was harsh!), and had been led to believe that Finns would welcome them as liberators. In reality, Finns had enjoyed economic upswing during late 30s, its democracy had gradually became more stable, and the unwelcome war only messed up everything, so the war nothing but fed hatred toward Russians and united the nation.
If Stalin had shown friendly or at least neutral policy towards Finland in first place, neither Winter nor Continuation War had never happened, and we'd been able to concentrate in blocking any German invasion attempts (remeber that Sweden did just that; see military spending). But after Winter War, Finns wanted justice; they wanted back their beloved territory that had been illegally robbed off them (some among us still want it back, even though most of us now understand that it wouldn't make sense anymore). And in that situation, Germany was seen as a lesser evil. We were simply too small to cope alone any longer.
The East Carelian conquest and occupation policy pursued during Continuation War by the wartime goverment generally wasn't supported by the political left, and despite of it and the co-operation with Germans Finns still weren't sympathisers of Nazi policies. Remember that we also had some Jewish soldiers and there were field synagogues for them, all under the very nose of the Germans. (Despite of this, Finland did extradite eight Jewish refugees to Germans at 1942 under murky conditions; they ended up in Auschwitz, and this has later been seen nationally as a very shameful event.)
Former Finland's UN ambassador, who is Jewish, and who fought in Finnish army during the war, once said that he didn't even think about the German danger until 1944, when Finland actively started to seek a way out of the war; only then he started to fear the consequences of Finland's possible separate peace with the Soviets (without German approval), and started to be afraid, whether Germany would attempt to occupy as a result. Before that he only cared about the Soviet danger.
Read English Wikipedia's articles about Winter War and Continuation War. They're very informative, and fairly well balanced, at least comparing to many other sources that often take too single-sided (either Finnish or Russian) viewpoint.
