They're about equally as easy/hard to get into. Becoming a Norwegian citizen takes a lot longer than becoming a Finnish citizen, and you'd have to renounce your former citizenship if you want to become Norwegian. There is no such requirement in Finland. But entering the country and staying there legally isn't particularly easier or harder for either one.
Incomparably, Norwegian is a whole lot easier to learn. Finnish is not only from a separate language family (assuming your mother tongue is English or another Indo-European language), it's also a particularly difficult language.
I love Norway, except for some ridiculous liquor regulations, food, and prices. Finland is also pretty, but it's a very bleak place in general. Cheaper than Norway, but the food is even worse.
Norway is doing considerably better. They're not the only country with oil reserves, but they're the only country where the oil reserves benefit every single citizen directly or indirectly. They have basically saved enough money to support a whole generation without working at all for life. Finland on the other hand, is full of street bums who beg for change. Native Finns are having a very hard time finding jobs, and I have yet to hear about an immigrant in Finland who's working on a salary at a Finn-owned business.
Norwegians tend to be the sweetest people of Scandinavia. They're usually quite open and friendly, and they don't need to be drunk for you to talk to them. They do smile at times, they're usually on the polite and helpful side, even if they're not as efficient as the neighbouring Swedes and Danes. Finns are the rudest, coldest, drunkest, simply the most unpleasant people I've met after Lithuanians. They'll bump into you, and never even say sorry. You'll ask for directions in English, they'll reply in Finnish or not reply at all. Even when they don't harm you directly, the gaze on their face is rather bothersome. They look like they regret the day they were born, and about to commit suicide.
I would certainly choose Norway over Finland if I were you.