Strictly speaking, in terms of grammar, Finnish is an Altaic language, like Korean and Japanese. However, in terms of vocabulary, culture and just about everything else, Finnish is closer to English. It has not just a great number of loan words (as Japanese does), but also cognates.
Possibly more importantly, Finland shares a common history and religious background with Europe. There are many, many idioms and ways of looking at things that stem from historical and religious influences. Grimm's fairy tales, for example, spread through Europe widely, but not through Asia or the middle East. On result is that while Chinese often has sayings with a similar meaning as English ones, their literal meanings are very different. In European languages, on the other hand, the sayings are often literal translations.
Please note that the theory that Uralic languages such as Finnish or Hungarian and Altaic languages such as Turkic or Mongolese are somehow related is highly controversial and not supported by the large majority of the linguicists today. Japanese is not even considered to be an Altaic language.
Actually the inclusion of Finnish was the error! Its inclusion is very questionable, but the language group was proposed by a Finn. That's why I misremembered (former lingustics/Japanese major here). The inclusion of Japanese, on the other hand has been steadily gaining momentum for decades.
Linguists whose focus is on Japanese generally do generally consider it an Altaic language. This includes the most prominent, such as Marshall Unger (under the name Macro-Tungusic). The classification is still somewhat controversial, but I think it's largely for historical reasons. Local Japanese language scholars, who are not linguists, have traditionally subscribed to the view that Japanese is special and separated from all other languages. Modern linguists do not generally subscribe to that view, regardless of whether a proto-Altaic existed or not.
In any case the points about shared cultural, historical and religious heritage still apply. Finns learning English have far more of a shared cultural framework to work from than Asians learning English do.
Finnish is in the Finno-Ugric family, not an Altaic language (at least according to the wiki, there are no mentions of Altaic for the Finnish entry, or vice versa).
In any case, it's completely different than anything most people ever heard (I've been living in Finland for close to 5 years, and it just hasn't clicked for me yet, despite being very fluent in 3 languages and dabbling in 3 others).
You should maybe change the people you hang out with. I befriended "Finnish rednecks" for a year but that helped me go from 0 to fluent (YKI 5) in 2 years.
I don't, I live in Oulu. My main problem is that I work in a very English-friendly environment, so I don't really have the pressure to learn the language beyond supermarket and restaurant "use cases".
Possibly more importantly, Finland shares a common history and religious background with Europe. There are many, many idioms and ways of looking at things that stem from historical and religious influences. Grimm's fairy tales, for example, spread through Europe widely, but not through Asia or the middle East. On result is that while Chinese often has sayings with a similar meaning as English ones, their literal meanings are very different. In European languages, on the other hand, the sayings are often literal translations.