In the depths of winter, daylight on or above the Arctic Circle is a precious commodity to be savoured in all its muted glory. The sky lightens for a few hours in the middle of the day, acquiring a silvery tinge before dwindling to gunmetal grey and finally surrendering to the greedy polar night. In Finnish Lapland, as the frozen sky melts into the horizon, you realise this is part of the appeal of midwinter at 66 degrees north.

North. Of all the compass points, "N" is simultaneously the most forbidding and the most engrossing. Previous generations of children have regarded Lapland as territory that is simply off the map. Home to elves rather than dragons, the swath of tundra and taiga, lakes and marshes that stretches across Scandinavia from Norway's Lofoten Islands to Russia's Kola Peninsula seemed unimaginably distant, unattainable except in Yuletide dreams.

Happily for the ambitious traveller – as well as the tourist industry in northern Scandinavia – reaching Lapland is now a piece of Christmas cake, so long as you choose the Finnish tranche of this mystical terrain.

Norway, Sweden and Russia also claim a swath of Lapland – the preserve of a culture, belonging to the Sami people, that defies national frontiers. But Finland claims the Lapp heartland. The only Scandinavian nation in the eurozone can also profess to have the polar bear's share of the Lapland market, with charter flights from airports across the UK non-stop to Rovaniemi, the capital of Finnish Lapland and de facto seat of Santa Claus.

A few flights even stray a degree or two closer to the North Pole, to the Arctic playground of Levi, reached via Kittila: if you want a Finnish family snow patrol, this is the place to book your trip. Some flights also go to Ivalo, close to the Russian frontier.

The entry-level Lapland journey is a day trip to Rovaniemi. Every December, thousands of youngsters – often financed and accompanied by generous grandparents – depart from their local airport for a lightning trip. Many report a thunderingly good day out. But permit a Scrooge-like interjection: because of the onerous check-in requirements, combined with a flying time of at least three hours and a two-hour time difference, families often face a wickedly early start coupled with a late return. Leaving home at 3am may not be too painful, given the rewards that await, but returning at midnight may see red eyes replacing happy memories of red-nosed reindeer as exhaustion erases enjoyment. If you can allow three or four days, the gain:pain ratio dramatically improves in your favour.

Time for some gain. Rovaniemi may have cornered the Santa Claus market by dint of some fancy footwork by the marketing elves, but the show the town puts on never misses a step.

Many day-trippers are whisked from the plane to a strange-looking hill five minutes away where, evidently, some pretty powerful magic has been at work. Santa Park ( ) is a sequence of man-made caverns filled with festive attractions. And why did man make this subterranean fun park? Because after a bitter 20th century in which the nation was ravaged by war – and Finnish Lapland was devastated by Nazi Germany's scorched-earth policy – national civil-defence law demands that towns and cities have a robust bomb shelter.

From late November to mid-January, the bunker is transformed into Santa Park, which children will interpret as Christmas Central thanks to the dazzle of entertainments, festive restaurants and even a classroom for would-be elves. Santa himself takes up residence for a time, and adults may take refuge in the Ice Bar.

Visitors are funnelled in to Santa Park – and, if you continue far enough in the same direction, you find yourself back in the great outdoors, where suitably wintry activities are on offer, from snowmobile rides to sledges drawn by huskies or reindeer.

Arcticians who want proof of their achievement in getting 66-plus degrees north should head for the nearby Santa Claus Village. Critics may describe it as little more than a Santastic strip mall beside the highway, but if you want your Christmas card stamped and sorted by Santa's little helpers, the post office here will oblige – and, look, there is a line that declares itself to be the Arctic Circle. Snap!

The camera shutter will be clicking elsewhere in Rovaniemi. Like practically every other settlement in northern Finland, it was devastated in the closing stages of the Second World War during the German retreat, but has come back to life as an engaging destination, largely because of the miraculous Arktikum Museum. Half a hillside (those elves have been busy) has been taken apart to accommodate a spectacular sequence of galleries that tell the story of Lapland with eloquence and energy.

Intellectual curiosity satisfied, the traveller's next requirement is to sustain the body as well as the soul. Whisper it quietly, but some of the reindeer who are surplus to Santa's requirements find themselves on the menu of restaurants in Rovaniemi.

As you nibble on carpaccio of Rudolph, be aware that Finnish Lapland revolves around the centre of this modest metropolis. And note that it has the greatest claim to fame in the North: this is the home of none other than Lordi, the heavy-metal band who monstered their way to victory in the last reliably judged Eurovision Song Contest. The main square has been named after these friendly ogres, and at least one bar has capitalised on the only Scandinavian musicians to take Europe by storm since Abba.

Rovaniemi has something of the feel of a frontier town, which is curious in a region where national borders are meaningless (except in the case of Russia, where the Iron Curtain lives on).

Beyond it lies a land of legends, of incredible human endurance and a sense of space unknown elsewhere in the EU. Even in Rovaniemi, on the cusp of the Arctic Circle, you should remind yourself that for every 10,000 citizens of Europe south of here, only one is north. Rare joy, indeed.

Travel essentials: Lapland

Getting there

*A wide range of direct flights to Rovaniemi is available at weekends from the start of December until the end of the festive period. At other times, connections are readily available in Helsinki.

Staying there

*The Hotel Santa Claus, part of the Clarion chain, is at Korkalonkatu 29 (00 358 16 321 321; ). It features in many package holidays, and often has no availability at peak times. At other times, the internet rate for a twin room is as low as €89, including breakfast.

*For those on a lower budget, try the Hostel Rudolf at Koskikatu 41 – part of the Hotel Santa Claus operation, through whom you book, check in and check out. The low-season rate (until the end of November) is €53 for a double or triple; breakfast, taken at the Hotel Santa Claus, is an extra €11 per person.

More information

*James Proctor's Lapland (Bradt, £13.99) is an ideal companion: knowledgeable, engaging and comprehensive. The author even offers 27 Sami terms for "reindeer", or at least reindeer-related activities.

*Finnish Tourist Board ( ).