Well, you'll love this - I later got an update on the ancestry.dna test, and this time I still had something described as Finnish/Northwest Russia. I dismissed it again, certain it was a mistake. Then, a few months ago, I read about another site called gedmatch.com where you could unload the raw data from ancestry.com and other companies, and do "fun" things with it. It gives you a whole bunch of different ways to look at ethnicity.
But here is what was interesting: Their database compares dna from people from a lot of different companies, not just ancestry.com. One of the researchers involved is from Lithuania and apparently has a lot of Eastern Europeans, etc., in his database, which is included in the gedmatch.com database. So I run their "compare one to many" utility, to find matches in the gedmatch.com database. You can imagine my shock when I came up with a bunch of Finnish and Russian "cousins"! For the most recent, we supposedly share a common ancestor five generations ago.
Again, it seems impossible. Mentioned it to a well-educated Finnish friend of mine and all he said was, "Welcome to the tribe. DNA doesn't lie."
The only possibility I could come up with still seems far-fetched. In mid-1640s the "New Sweden" colony was founded around what is now Delaware. At that time Finland was part of Sweden, and about half the colonists were Finnish. That is too long ago to account for a common ancestor some five generations ago, but another interesting fact is that all Finns are closely related, with very similar DNA. I would need a geneticist to figure it out, but perhaps if you've got several ancestors further back, and they're a founder population in the American colonies, their contribution could be equivalent to that of a more recent ancestor?
Quite a mystery. I don't think an ancestor some five generations ago would be much before about 1800 - or even later - and I think I have pretty much accounted for all my ancestors who are that recent. No funny names, and they were all in North America. A few WERE from New Castle, Delaware, though - where the Swedes and Finns settled. Maybe someday we'll have an explanation.