Learning Finnish language online isn’t easy. There are very few websites which offer good information about Finnish language. If you want to learn Finnish language properly in details, it is better to join Finnish language coaching classes but if you are interested in Finnish language basics only, then here are some of the websites that may be helpful:

Helsinki.fi
http://donnerwetter.kielikeskus.helsinki.fi/FinnishForForeigners/parts-index.htm

Tut.fi
http://www.cs.tut.fi/~jkorpela/Finnish.html

Omniglot.com: Finnish Pronunciations
http://www.omniglot.com/writing/finnish.htm

Jyu.fi: Finnish Grammar
http://users.jyu.fi/~pamakine/kieli/suomi/