Can I do a visa run to Vietnam from Thailand as a Finnish passport holder without a visa?

Just make sure you have the "3 proofs" : - Proof of accommodation for at least your first few nights (hotel booking or a letter of invite from a Thai)

- proof of onward travel (international travel ticket leaving Thailand within your initial entry stamp exit by date)

- proof of funds (20,000 Baht or equivalent in any major currency in CASH per individual, or 40,000 for a family)

If you want to do a visa run then make sure you check the requirements of the Thai embassy you decide to go to as they are all different, even different ones inside the same country. If you're talking about a border bounce then no problem if you haven't been to Thailand multiple times in the past year already.