St Petersburg getting in and out

Helsinki - St Petersburg " Allegro " high speed train . St Petersburg - Tallin " Baltic Express " . Ferry services - St Peter Line , Tallink Silja . Rail details here - http://www.seat61.com/Estonia.htm#Moscow_by_train

The fast train from Helsinki to St. Petersburg sounds like the best way between these two cities; it's about 3.5 hours. http://www.seat61.com/helsinki-to-st-petersburg-by-train.htm

For St. Petersburg to Tallinn, in addition the train (6 hours, leaving at a not-great early hour per the link in Stevens' post above), there are flights and buses (some fancy, like Lux Express: https://luxexpress.eu/en/tallinn-stpetersburg?_ga=1.134186250.586426538.1483589955).

What do people think about taking the ferry to Tallinn from Helsinki, and back, (2hr each way) then going to St Pete by train, and back, and then departing to Stockholm on the overnight ferry? Seems easier and same amount of travel time.

You could do that , but what is not clear is the order of your itinerary . How many days are you allotting for each of these destinations , and equally important , in what order ?

the idea was Helsinki (3nights) - St Pete (4nights)- Tallinn (2nights)

maybe Helsinki -> train to St Pete -> train back to Helsinki, then ferry to Tallin -> ferry to Stockholm

You are doing a lot of unnecessary backtracking this way . Fly into St Petersburg ( LED ) - Then "Allegro " train to Helsinki . Helsinki to Tallinn by two hour ferry ( Viking or Tallink Silja ) . Finally ,Tallinn to Stockholm via Tallink Silja overnight boat to Stockholm . One straight line , same destinations , much less complex and no stress . Of course , you DO have , or are going to obtain a Visa which is required for your time in St Petersburg . ( Don't consider the 72 hour visa free arrangement . it will complicate your plans considerably ) . If you want further details , post further .

If you do find yourself needing a VISA, I got my Russian visa through CIBT http://cibtvisas.com/ Fast, efficient, good customer service. Actually, very impressive. But not cheap.....