By definition, if Finland is included, we’re talking about Fennoscandia and, if you add in Iceland, it’s the Nordic countries.
Denmark is usually included in Scandinavia, but technically it isn’t part of the Scandinavian peninsula.
However, I know that outside Europe the distinctions aren’t all that important.
I would probably pick Denmark as a favourite based solely on their legal right to hit ice-crossing Swedes with sticks. And Swedes suck balls (source: am Finnish).
However, to be somewhat pedantic, Scandinavia either refers to Sweden, Norway, and Denmark, or just Norway and Sweden (the actual Scandinavian peninsula). Finland, Iceland, and the Baltic countries are not part of Scandinavia.
Most reindeer live North of the Arctic Circle, where the sun does not rise above the horizon in winter months. I suspect most summer days are brighter than the few hours of twilight the reideer get in December.