This is the main city market, with the usual fruits, veggies, and fish stalls. But there are also a huge number of crafts stalls, geared heavily towards tourists, where you can find typical (and not so typical) Finnish works.
If you do come here, come hungry so you can buy the a bit expensive but very tasty foods like paella and salmon. My favorite is Muikku, a small fish fried in rye flour. Tastes like yummy fish-flavored chips.
If you are hear just before Christmas, there is a craft fair along the Esplanade, a short walk away. The merchants then go full out showing what they can do.