The first book written in Finnish.
The book was the first book by Mikael Agricola, the person who made the first Finnish translation of the Bible. The book was published in 1543.
The book (title in modern Finnish would be "ABC-Kirja") is, as the name suggests, an alphabet book. It was intended to teach the ignorant masses how to read.
Of course, Agricola based much of his orthography on Swedish conventions, so his text is rather hard to read! Of course, modern Finnish isn't much different from Agricolan Finnish - the only big difference here is the orthography. The "modern" Finnish orthography came to be with the first Finnish novel - The Seven Brothers by Aleksis Kivi.
The book was very important because back then, of course, nobody thought Finnish has any use in literature; The nobility spoke in Swedish and the church spoke Latin. Agricola was busy making one German guy's ideas true - thus, the teaching instrument, and translation of the Bible.
With this background information, it is not surprising that Agricola's "ABC Book" consists of religious texts with which to teach people: The Ten Commandments, stuff like The Lord's Prayer, things about sacraments, and various prayers - all in Finnish. The book doesn't really teach alphabet as such (no 'kettu' in 'K' or stuff like that =), it's probably more useful with guidance from a teacher. Ah, the pedagogical methods of the day weren't that advanced...
The book opens with the passage that's probably familiar to everyone:
Oppe nyt wanha / ia noori /
joilla ombi Sydhen toori.
Jumalan keskyt / ia mielen /
iotca taidhat Somen kielen.
In modern Finnish (my own vague approximation/interpretation):
Oppii nyt vanha ja nuori
joilla on sydän tuore [puhdas?]
Jumalan käskyt ja mielen
jotta taidat Suomen kielen.
English:
Now learn the old and young
who have a (pure?) heart
God's commandments and mind
so that you know the language of Finland.
The whole text is available here:
http://www.utu.fi/agricola/hist/kktk/abc.html
On a somewhat less serious note, some believe Agricola was the first peelo - at least, if you look at the use of teini-X. This, of course, in same vein that some English-speaking people say that Shakespeare couldn't spell worth a damn. =) | 
