I would presume you know that there is no train service from Helsinki to Russia.

Are you looking to get into St. Pete ? The ferry is very good and you can now apply for a special 2 day tourist visa when you enter Russian soil, no need to go and get a visa prior to your travels.

As for trains, your best options are again from St. Pete, you can use the older trains and routes ( 7/8 hours each way ) or an express route (4/5 hours) and they run in the afternoon or early am. Lastly there is the new Sapsan which is a quick 4 hour journey.... all times and info based on the popular St Pete-Moscow.

Your overall options really depend on your final destination as you can also go from Helsinki to Estonia or Poland.