Among your first stops should be Koli Nature Centre Ukko. Here, you'll be able to find your bearings and pick up some great ideas before you start exploring.
This tourist information center is in Lieksa, a place that has so much on offer! Koli National Park, Ukko-Koli, and Koli Slopes are other good attractions not far away when you've had your fill of Koli Nature Centre Ukko.