Fleece jacket - Light and comfortable.
Thermal underwear - Bring more, wash often, dries fast.
Gloves - Buy good ones from Taobao.
Beanie - Because ear muffs are so 90s.
Wool socks - You'll know why, once the sweat on your sole freezes in your socks.
Credit card - Activated for overseas use.
A solid bank balance - Europe is going to be expensive. Yes, including Russia.
Good to Have
Instant noodles - Unless you can $20 meals three times a day.
Moisturiser - The dry air is a skin killer.
Photocopy of passport - A standard travelling item.
Travel Insurance - I got delayed in Charles de Gaulle. Kaaa... ching!
Waterproof cases - Electronics and snow do not mix well. If the cold don't get it, the water will.
Tripod & SLR - For taking aurora photos. Smartphone cameras need not apply.
Power adapters - Electronics are generally more expensive.
Towel - Some AirBnB or hostels rent towels, which is unnecessary.
Swimming attire - While some saunas enforce nudity, others have a more relaxed (or uptight?) dress code.
Balaclava/face mask - The wind chill is fearsome in the Finnish wilderness.
Leave at Home
Wheeled luggage - Cobbled stone roads will kill your wheels.
Beer/Wine Opener - Alcohol is expensive in Northern Europe, so I was drinking very sparingly.
Heat packs - At 5 below zero, it really doesn't make a difference.
Water bottle - Tap water is potable in most European countries, so just drink off the tap in toilets.
Cotton T-shirts - Cotton is not a good winter wear material.
Solar cell charger - Daylight is, at most, 6 hours a day.
Groundsheet - Picnics are impossible on snow.