The Winter War was a true David vs Goliath scenario. Finland beat off its larger neighbor using its terrain, knowledge of the land, high morale, mobility in and adaptation to the alpine environment, and sheer determination to its advantage. In one battle, the Battle of Suomussalmi, 11,000 Finns attacked over 50,000 Russians supported by tanks and planes. The Finns cut them off because they were stuck on the roads while the Finns were on skis allowing to use the countryside and had white uniforms to blend into the environment.
The Russians were completely baffled by how the Finns fought. In the end, there were fewer than 2,000 Finnish casualties and the Russians ended up with over 25,000 dead, 2,000 prisoners, and thousands more as wounded, virtually destroying a few Russian divisions and an armor brigade. The Finns captured almost all of the Russian heavy weapons. This battle helped convince Hitler that Russia was a paper tiger and that Germany would roll over it.
Eventually, Russia used its overwhelming numerical superiority and the onset of spring to bring Finland to the negotiating table, but unlike the complete victory Germany had in Poland, which was a country with a much more powerful army, the best Russia could do in Finland was force them to cede some territory. This also pushed Finland in to the German camp in WW 2. Prior to that they were friendly with the Allies and probably would have sided with the Allies.