• An inability to score goals has long been a problem for Northern Ireland, even for parts of O'Neill's successful first reign.
• Earlier on Sunday, the Danes suffered a surprise defeat by Kazakhstan.
Image: /BBC
Northern Ireland were left to rue missed chances and a disallowed goal as Finland delivered an early blow to their Euro 2024 qualification hopes with victory in Belfast.
A scrappy first-half goal from Benjamin Kallman gave the visitors their first Group H points.
Dion Charles' close-range finish early in the second half was disallowed for handball soon after substitute Josh Magennis had blazed over.
NI beat San Marino 2-0 in their opener.
The win in San Marino had added to the positivity that had engulfed the camp since Michael O'Neill was appointed for a second spell in charge.
They went into his first game back at Windsor Park in an upbeat mood.
A 17,900 home crowd gave the side and manager great vocal backing throughout the game despite the hosts producing a performance that looked disjointed at times and relied on the surging running power of teenager Conor Bradley to provide an attacking threat.
An inability to score goals has long been a problem for the side, even for parts of O'Neill's successful first reign, and proved costly against a team who lost 3-1 to top seeds Denmark in their group opener on Thursday.
Earlier on Sunday, the Danes suffered a surprise defeat by Kazakhstan which meant Slovenia top the group after seeing off San Marino, the world's bottom-ranked side.
Finland's opening goal came from an attack down the right that saw Robin Lod turn Jamal Lewis and Jordan Thompson superbly before delivering a low cross that fell to Norwich City striker Teemu Pukki.
His miscued shot fell to Kallman at the back post who prodded past Bailey Peacock-Farrell in front of The Kop to give the visitors a lead that came when the hosts were enjoying their best spell of the match.
Northern Ireland thought they had equalised on 63 minutes when Charles found the net with a close-range finish after a corner had fallen to him.
But referee Ivan Kruzliak ruled he had initially controlled the ball with his hand, not his chest, and a VAR check confirmed the decision.
It was the fourth huge chance of the game that Northern Ireland created, with their first as early as the seventh minute when a Thompson pull-back from the byeline fell just behind Conor Washington, who was ready to pounce yards from goal.
The Kop had immediately started getting behind their team after they conceded and the players almost gave them the response they wanted when Dion Charles got on the end of a fine move and came desperately close to equalising just before the break.
More composed play from Shea Charles saw him release Bradley on the right who surged forward purposely before finding Charles with a perfectly-weight pass, but the Bolton striker's shot on the turn was smothered well by keeper and captain Lukas Hradecky, who may have been more troubled if Charles had managed to get some elevation on his effort
Magennis was introduced from the bench early in the second half in a bold substitution from O'Neill that saw the Wigan striker come for injured centre-half Daniel Ballard, with a change of shape meaning Northern Ireland switched from a 3-5-2 to a 4-3-3, with Washing and Dion Charles playing either side of Magennis in a front three.
Within minutes of coming on, Magennis blazed an excellent chance over the crossbar after Bradley headed back across goal from a left-wing cross.
The disallowed goal on 63 minutes was as close as Northern Ireland came to finding an equaliser as they began to look ragged as the match wore in, with substitutes George Saville and Gavin Whyte unable to have the impact O'Neill would have hoped for.
Defeat leaves Northern Ireland fifth in Group H, one of four teams on three points after the first two rounds of fixtures, ahead of June's double-header away to Denmark and at home to Kazakhstan.