The Danes will be hoping to rival Belgium for top spot in Group F, although Russia will also fancy their chances of advancing to the knockout stage, and it is set to be a fascinating battle in this particular section.
Denmark famously won the European Championship in 1992, while they reached the quarter-final stage of the competition in 2004, but the 2012 tournament proved to be a disappointment, exiting in the group stage.
The Danes actually failed to qualify for Euro 2016 but secured their spot in the finals of Euro 2020 courtesy of finishing second in Group D behind Switzerland, picking up 16 points from their eight matches.
Denmark's preparations for this tournament have been strong, meanwhile, as they drew 1-1 with Germany in a friendly on June 2 before Martin Braithwaite and Andreas Cornelius scored in a 2-0 success over Bosnia-Herzegovina in Brondby on Sunday evening.
Kasper Hjulmand's side have lost just one of their last 12 matches in all competitions and will view their tournament opener in Copenhagen as key to their chances of claiming a top-two position.
Third could yet be enough to advance from Group B, but the Red and Whites will not want to take any chances, particularly as they will finish this section with two difficult games against Belgium and Russia, making Saturday's contest absolutely vital to their hopes of progression.
Finland face a tough task when it comes to securing a spot in the knockout round of the European Championship, but in many ways, they will be delighted to have qualified for the finals in the first place.
Indeed, this is the first time that the Eagle-owls will be present in the European Championship, meaning that it will be a very special competition for the country as a whole.
Markku Kanerva's side will not just be there to make up the numbers, but the team's preparations have been far from ideal, losing their two pre-tournament friendlies against Sweden and Estonia.
Finland recorded four straight victories in the latter stages of 2020 but are now winless in their last six, suffering four losses in the process, and they are being tipped to finish bottom of this section.
Nevertheless, there is certainly talent and plenty of experience in the squad, and a positive result against Denmark would lead them nicely into a clash with Russia on June 16.
There are plenty of familiar names in the Denmark squad, and the likes of Kasper Schmeichel, Andreas Christensen, Pierre-Emile Hojbjerg and Christian Eriksen will all be in the starting XI for this match.
Head coach Hjulmand has plenty of options in the midfield and forward areas, but the likes of Braithwaite and Poulsen are expected to be handed spots in the team for this fixture.
As for Finland, Teemu Pukki had been a doubt due to an ankle problem, but the 31-year-old, who is the leading goalscorer in the squad with 30, is expected to feature in the final third of the field.
Denmark possible starting lineup:
Schmeichel; Wass, Christensen, Kjaer, Maehle; Hojbjerg, Delaney; Poulsen, Eriksen, Braithwaite; Wind
Finland possible starting lineup:
Hradecky; Arajuuri, Toivio, O'Shaughnessy; Raitala, Kamara, Sparv, Lod, Uronen; Pohjanpalo, Pukki
We say: Denmark 2-0 Finland
Finland are certainly capable of making this an uncomfortable match for Denmark, but we are finding it difficult to look past the Danes on this occasion.
Hjulmand's side have won nine of their last 11 international matches, and they should have too much for a Finland team that will enter the contest off the back of three straight losses.