I would like to purchase a Sim card for my upcoming trip to Finland, Estonia, Sweden, Denmark, and Norway.
What would your recommendation be? Can I purchase before I leave?
If you need just data and not the ability to make a lot of local phone calls, the Dutch Vodafone SIM I used last year may work for you:
https://community.ricksteves.com/travel-forum/tech-tips/dutch-vodafone-sim-card-for-use-in-europe
You can buy it on eBay for about $8.00 USD shipped. Seller "cheapeusims" (who sold me one last spring) still seems to be selling it.