Why is the Finnish language so different from all the neighboring countries?

Finnish language is a member of the Uralic family of languages. Other Uralic languages include Hungarian, Estonian, Mari, Udmurt and Sami languages. Finnish and Estonian belong to the Finnic group of the Uralic languages and are therefore closely related.

As for the other neighboring countries, Swedish is an Indo-European language belonging to the North Germanic branch of the Germanic languages together with Danish and Norwegian. Russian, on the other hand, is a Slavic language in the Indo-European family.

More information about Finnish in Wikipedia: http://en.wikipedia.org/wiki/Finnish_language