The Arctic viewing season for the Northern Lights on a Baltic cruise is from late September to late March or early April. However, the best months to view the Northern Lights are December through March, when skies are darkest due to the darker winter days and the higher probability of clear skies.
Keep in mind that while it is possible to catch a glimpse of the Aurora Borealis in places like southern Finland, you will have a much better chance if you choose a cruise that travels farther north into Scandinavia.