Right now the conditions are perfect for snow sliding. So grab a pulkka or a liukuri and head to the nearest hill. In case you do not yet have one, you can find them at Etola, Tarjoustalo/Tokmanni, Anttila, Prisma or Citymarket, for example. Some good places in the city centre are Kaivopuisto, the venue for Shrove Tuesday snow sliding event organized by engineering students every year, and Sinebrychoffin puisto.
Paloheinä offers a huge hill for snow sliding, and you can reach it by hopping on bus 66A in front of the National Art Gallery Ateneum just next to the railway station, or bus 67, which leaves from platform 4 from the bus terminal East of the railway station.
In Helsinki, recreational areas are never far away, so just go and explore your surroundings, and you are likely to find a good spot for letting go of all your worries for a moment. In Finnish we have a word “vauhdin hurma” to describe the rapture of going fast, and snow sliding is one of the easiest ways to experience it.
A good place to find out how to get to a particular spot is the Greater Helsinki Area Journey planner.