What should I do to immigrate to Finland?

Finland is not an immigrant country, so I suggest you don't hold your hopes too high. If you really like it, go to the college there first. Finnish is generally required for work, but there are exceptions. Canada is similar to Finland. You can consider going to Canada to find a job after finishing your studies.

You can go there to study now. Living in a small city for 30-40 thousand a year is enough. Big cities are more expensive.

The deposit for Finland is 60,000 RMB.

The undergraduate course is generally three and a half years.

See where you go to study in Finland.