If Russia started and/or lost a new world war, would it be likely that occupied territories such as Kalininigrad, Sakhalin, and Vipuri/Karelia would be returned to their original countries?

There is really no way to tell what the victors would demand from Russia. It is dependent on multiple factors like domestic politics in Russia and how well the participants will cooperate over the issue of territorial integrity of the state in question.

When multiple powers are included in a post-war settlement things often go awry. One example of this is during the following the armistice in 1918. France would have preferred to annex all of the Rhineland from Germany but tehe British and Americans would not allow that to happen unless they got something in return. This was finally settled when France was allowed to occupy the area to ensure the payment of reparations and in exchange they allowed the passage of the League of Nations.

Additionally, it is also dependent upon how the war ends. Whether russia is losing the war but has not lost or the war results in state death.

Also, it also depends upon whether those states want their territory back and if those states are actually participating in the war. It would cost too much political power for the victors to force Russia to give land back to finland for no reason. They could have used it to, for example, have the country send a percentage of Russia's oil to the west without charging anything.

In conclusion, there are too many factors to take into account when it comes to future actions and behavior of other states. Like i always say, you dont go into a marriage thinking you are going to divorce them later