Finland gained independence in 1917 and never came back under the soviet sphere of influence, especially after the Reds lost the civil war in 1918. Were there ever any plans in Soviet Union/Russia to eventually take back Finland under their control or was it simply not considered as a possiblity?
For exemple, Soviets tried to take Poland in 1919/20. I find it hard to believe Soviets never considered this for Finland. To the best of my knowledge, it even remains disputed whether the goal of the 1939 invasion was to actually conquer all Finland or just to force them to make land concessions.
What we know for certain is that as soon as the Winter War began in 1939, the Soviet Union set up a puppet government (the Kuusinen government AKA the Terijoki government), which would have run Finland as a compliant puppet for Stalin if the Soviet Union had been able to conquer Finland quickly. Whether or not this would have led to the incorporation of Finland in the Soviet Union is not known. The example of the Baltic states (Estonia, Latvia, Lithuania) shows that the Soviet Union was quite willing to grow by re-absorbing lost parts of the Russian Empire.
Finland certainly feared such Soviet intent, and this affected the pre-Winter War negotiations. First, and Soviet demands that included a "mutual defence" agreement would be (and was) refused. The Finnish government thought that such a clause in an agreement would be used as a pretext to occupy key parts of Finland. The fate of the Baltic states shows that this was a well-founded fear. Second, the Soviet demands for a naval base at Hanko (in SW Finland) were refused. While this could not lead to a "legal" occupation in the same way that a mutual defence pact could, such a base and accompanying overland transit rights for Soviet forces would make a Soviet takeover much easier. Without the demands for a base at Hanko, the Finnish government might have been willing to agree to adjustment of the border near Leningrad. Indeed, Mannerheim recommended that the Soviet demands, including a base at Hanko (but without a mutual defence pact) be accepted. The early negotiations in 1938 included a mutual defence agreement, and it is possible (but unknown) that this was intended to eventually turn into occupation and annexation.
As things turned out, the conquest of Finland was not as easy and quick a task as the Soviet planners had expected, and Finland remained independent at the end of the Winter War (and with a Soviet base at Hanko).
It is less clear exactly what the Soviet intentions were at the end of the Continuation War. The Soviet Union intended to force a peace agreement on Finland which would leave part of, or even all of, Finland under Soviet occupation. However, Soviet post-war plans are not known, in particular whether this occupation would have led to imposition of a pro-Soviet or puppet communist government or incorporation into the Soviet Union. Finland's status as having been part of the former Russian Empire certainly made it a candidate for absorption into the Soviet Union, but Soviet plans are not known.
For Soviet plans for the occupation of Finland at the end of the Continuation War, see the comment by u/shoot_dig_hush in https://www.reddit.com/r/AskHistorians/comments/l01nxb/did_the_soviet_had_any_plans_to_reconquer_finnish/