Finnish (and Hungarian) are part of their own linguistic group (Finno-Ugric languages). They both basically have no cognates with the Indo-European language group (which includes not only the Germanic languages like English and German but also the Romance languages and languages like Hindi and Persian, all of which are more similar to each other than they are to Finnish or Hungarian).
Basically, Finnish and Hungarian are the hardest European languages to learn for non-native speakers, almost without comparison.