Urho Kekkonen, a man of whom I essentially know nothing about and just read about, seems to have played an enormous role in the shaping of modern Finland. He stands out among most other European leaders at this time, due to his stubborn ability to keep Finland politically independent from the USSR and even at times threatening to refuse to back certain Soviet aspirations. How has his presidency shaped Finland as we know it today?
I wish someone who actually has studied modern Finnish politics in depth and the government of Urho Kekkonen would answer this, but in the meantime, I can give you sort of fairly well-informed outline of all the most important achievements and criticisms surrounding Kekkonen's presidency in Finland? Kekkonen is definitely one of the most analysed and discussed Finnish politicians in the country - "sigh, not yet another book about Kekkonen..." - but for non-Finns, I don't know if there have been any other major English-language publications than the recent Gordon F. Sander's Citizen Kekkonen?
The general summary of Kekkonen is that he was, no doubt, a very intelligent and charismatic leader, who managed to both portray an image of strong and stern leader and one with a boyish sense of humour, and he was certainly extremely popular in his heydays. [In a New York Times January 1959 profile of the newly elected Kekkonen, they interviewed and elderly woman in the streets of Helsinki, who said: "There are three founding pillars of life, and they are God, Kekkonen, and my party - in that order."] Kekkonen is credited for navigating Finland through the very difficult Cold War period, where Finland was a sort of no-man's land between the East and West, and could have been forced to slide into either direction and dance to the tune of bigger powers. But, more or less, and largely through Kekkonen's diplomatic flair, Finland managed to preserve meaningful autonomy and even prosper; Kekkonen manned multiple important trade deals and schemes both to the West and the Soviet Union in the 60s and 70s. However, Kekkonen's dealings with Soviet Union is one of the most debated parts of his presidency; you might be aware of the term 'Finlandization', which refers to a situation where a smaller, nominally independent power is forced to adhere to the policies and desires of a bigger power. This term refers exactly to Soviet Union's domination over Kekkonen's (and his predecessor's, Paasikivi's) Finland's foreign policy. It is certainly true that whatever Finland did during this period, it had to consider how would the Soviets take it; but, the term might be also a bit unfair, Finland's aim was above all neutrality and warm relationship also with the Communist East, which already for most of the West was seen as pathetic and weak.
A well-known anecdote about Kekkonen's dealings with Soviet Union might illuminate both Finland's situation in this period and Kekkonen as a politician. There were periods (especially at the very beginning of Kekkonen's long presidency) were he was forced to really prostrate himself in front of the Soviets, but he managed to forge really warm and personal relationships with certain Soviet leaders, especially with Nikita Khrushchev (First Secretary from 1953 to 1964), which he managed to utilise as a sort of "resistance" to get some autonomy for Finland. In 1960, Finland had been wanting to join in the newly designed EFTA (European Free Trade Association) for some time, but Soviets were staunchly against Finland joining any European trade blocs, because, in their view, Finland had in previous agreements promised to retain equal trade benefits for Soviet Union, and they worried the trade blocs were basically just an avenue for Finland to join NATO or other military alliances against the East. Kekkonen turned 60 that year, and decided to use the opportunity to invite Khrushchev to Helsinki for the celebrations and soften the Soviet EFTA stance. However, Khrushchev used his birthday toast to lambaste the West heavily. Kekkonen's solution was to invite Khrushchev to sauna, and - so the legend tells - after a night of very harsh and deliberately calculated löyly, Khrushchev, who himself was not a fan of sauna, was softened and persuaded by Kekkonen that Finnish economy really needed a good agreement with EFTA, and the Soviets bended.
From sauna we get to the more problematic parts of Kekkonen's presidency. "Sauna politics" was very characteristic of Kekkonen's presidency, and by this I don't mean just political negotiations and deals struck in saunas (which did also happen a fair deal), but generally that Kekkonen relied a lot on his personal relationships. Political dealings that were incredibly important for the country happened behind closed doors and within Old Boys' Club-type of networks. Kekkonen suppressed a lot of information both from the public and his fellow politicians, from memos with the Soviets to a possible assassination attempt on his life in 1957, so he was basically often acting independently and in all spheres of Finnish politics, almost in a monarchical manner rather than as a representative of a parliamentary democracy - his presidency is sometimes described as a "crypto-dictatorship". It would be fair to describe Kekkonen as incredibly ambitious, power-hungry, and also someone with a massive ego. In domestic politics, he was ruthless; he used a sort of divide-and-conquer type of strategy within Finnish politics, weakening possible contestants to his authority both within his own Agrarian party ('Maalaisliitto') and other parties - not averse to lying, misleading, and backstabbing - and raised his own sycophants and proteges to important roles in the government and administrative structures. The result was certainly the considerable weakening of Finnish democracy, and especially the 1970s is remembered as a rather dark decade. Only semi-jokingly other Finnish parties talk of the PTSD of trying to survive through a time when Kekkonen completely dominated Finnish politics.
Kekkonen's incredibly aggressive and hands-on strategies, and the fact that he managed to persuade both the people and politicians that he was indispensable to Finland because of his close relationship with the Soviets (fact which he often leveraged to get his own way also in domestic politics), allowed Kekkonen to remain the president of Finland for over 25 years, which included 22 governments, multiple dissolutions of parliament and one exceptional 4-year extension of term (previously used only during war time) on very hazy grounds. In 1978 Kekkonen was elected for his fourth term in circumstances where he basically had not had any meaningful opposition or serious alternatives. This was also a period when Kekkonen's health started visibly deteriorating due to dementia, but he himself was silent as a stone and media did not dare/want to comment on this very much at all. YLE (the Finnish public broadcasting company) for example suppressed footage of Kekkonen collapsing in an airport in 1980, "out of respect for the elderly". So, there was a very awkward period when everyone could see that the once so strong and popular president was basically going senile, but no-one was talking about. When Kekkonen had a stroke in 1980, officially he only had a "cold". A breaking point was when in April 1981 Mauno Koivisto, the social-democrat Prime Minister (and later also president), refused to step down regardless of Kekkonen's strongly worded message that he do so - of course, that president should dictate when a prime minister needs to step down was unconstitutional, but these sorts of shenanigans had started to become the norm. Kekkonen's popularity had been crumbling for a while (of course, among politicians and certain intellectual circles Kekkonen had for long been incredibly hated figure, but he still enjoyed considerable popular support) and Koivisto became the new hero for standing up against Kekkonen. This now supposedly led to also Kekkonen's mental breaking point, and in the following Autumn, he finally resigned, citing health reasons.
One of the most important legacies of Kekkonen's presidency was the strong reaction to the incredible powers he visibly had managed to center around the president; quite quickly, the maximum number of terms a single person can hold was limited to two, and other reforms to devolve the powers of president - these days, the President of Finland has basically no executive powers of any kind but is primarily a diplomatic/symbolic role. The floodgates of criticism against Kekkonen did not really open until after he died in 1982, and ever since then there has been various periodical scandals and crises whenever some suppressed memo or other surfaces and is hashed out in public. Recently, there has been increasing criticism of Kekkonen's racism and actions previous to his presidency, as a Minister of Domestic Affairs during the war years; he was basically single-handedly responsible for the fact that Finland turned away a boat of 60 Austrian Jewish refugees in 1938, and in 1943 he saw the organisation of a, luckily short-lived, "working camp" (if not quite a concentration camp) for the Roma minority of Finland.
So, Kekkonen's legacy is, mildly put, divisive. It's possible that Finland today would look very different without Kekkonen - maybe we would have fallen among the Soviet satellite states eventually. Commonly you'll hear that "Kekkonen was the president we needed at that time, but..." For long he continued to be very popular still, e.g. in 2004 he was voted as the "3rd greatest Finn ever", but I don't think this would still be the case today. Though, in a way, he continues to be one of the strongest icons of modern Finland, also eternally memeble, you might see famous photos like this or this a lot in the Finnish internet. At some point lots of young guys liked to "ironically" walk around in t-shirts with Kekkonen's iconic bald head.