As for the Winter War, the situation was such that it had become clear that Finland, which was ruled by a brutal anti-communist bourgeois government that regularly imprisoned and murdered socialists as well as encouraged frequent raids by Whites and other armed terrorist groups into Soviet territory, cross-border attacks on villages in Russian Karelia, etc. was closely allied with Nazi Germany and would pose a severe threat to the security of the Soviet Union in case of a conflict since they would at the very least allow German troops to use Finnish territory as a staging ground for invasion.

Stalin made numerous attempts to resolve the security issue around Leningrad - the second most important Russian city - diplomatically, offering greater land concessions in Karelia in exchange for an adjustment of the Finnish-Soviet border a few kilometers away from the city as well as guarantees that the islands along the coast in the Gulf of Finland would not be militarized. The British got wind of this and secretly encouraged the Finns to completely stonewall the Soviets and refuse any deal. In return they promised that they would help Finland in case of an armed conflict (sound familiar?).

It is unclear which side started the war as there were reports of Finnish attacks on Soviet border posts, but either way the situation had become an unacceptable security risk (Stalin’s worries were vindicated as the Finns and the Nazis would indeed only a couple of years later invade and jointly siege Leningrad killing over a million civilians, many of these dying of starvation). The war went about as can be expected, the British chickened out and did not keep their promise, though they did send weapons and ammunition to Finland, the Soviets struggled a bit initially until they broke through the Mannerheim line of fortifications and the Finns sued for peace when it became clear they were about to be encircled and overrun.

Stalin took almost exactly what he had asked for before the war, plus a tiny bit more for security (a small strip of Karelia, basically empty forests in the tundra, and some small islands along the Gulf of Finland to prevent an enemy navy sailing right up to Leningrad). All throughout this conflict the Finnish media was banned from visiting the front and government propaganda maintained they were winning handily right up until they were defeated. The Western bourgeois governments made a big fuss over the conflict, the League of Nations broke its own rules and expelled the Soviets despite only 7 out of 15 nations on the Council voting to do so (and those seven included Britain, France and Belgium, as well as three countries that had just been added the day before) and western newspapers spread a ton of fake news about how poorly the Soviets allegedly performed and how heroic the Finns were (again, remind you of anything today?).