Jennifer Wakefield, Rebecca Johnston, Hayley Wickenheiser and Meghan Agosta-Marciano also scored for Canada, which dumped the host side 8-1 in an exhibition tuneup two days earlier. Hefford's second goal was the 150th of her national team career.
"It's a phenomenal feat," said head coach Dan Church. "She's just a true professional. Her talents around the net and just the nose for the puck, and really how hard she works off the puck I think are the keys to her success as a goal scorer."
Canada's roster for the Four Nations includes almost all the players from the team that won gold at the 2012 world championship. Canada rolled four effective lines at Kerava Areena and fired 53 shots at netminder Isabella Portnoj.
"We just wanted to get a good strong start to this tournament," Hefford said. "We know we have to get better from here on out."
The Finns have never beaten Canada in women's hockey.
Canada will next face the defending champion Americans on Wednesday before meeting Sweden on Friday. The medal games are Saturday. The Americans blanked Sweden 4-0 on Tuesday.
The U.S. is the defending Four Nations champion, beating the Canadians 4-3 in a shootout last year in Sweden. Hefford and her teammates are excited to play the Americans again.
"It's always the game we look forward to playing," Hefford said. "It's an intense rivalry but it's fun. It brings out the best in us and I think it does in them. We're going to be ready to go tomorrow."
Canada has won the event 12 times in the 16-year history of the tournament. The event also serves as an evaluation opportunity for team brass ahead of the 2013 world championship in Ottawa this April.
"I think we're hungry to prove that we can be a dominant team again," Church said. "Every opportunity we look forward to playing the U.S. To win the world championship last year in Vermont was a great step forward but we also had some pretty big losses over the course of the year.
"There's definitely room for improvement for our team. So I think this tournament is a great opportunity for us to come in and show them that we are the team that they saw in the finals and we're going to put forward a very physical, fast, and a good team game."
Canada last won the Four Nations Cup in 2010, defeating the Americans 3-2 in overtime.
Notes: Hefford first joined the national team in 1997. She is second on the all-time Canadian women's hockey scoring list behind Wickenheiser, who is well out in front with 355 career goals. ... Defenders Laurianne Rougeau and Laura Fortino are not with the team for the Four Nations. They have been replaced by Bobbi Jo Slusar and Tara Watchorn.