In Tallinn, go to an R-Kiosk and buy a public transport card (2 euros and refundable once you return the card). Then download the app Pilet.ee and kload the card info into it and buy yourself a day pass, or however many days you will be staying there. This will work for any tramm, bus, etc within the city. The app is great also to plan a trip, it will tell you where to take the bus/tramm and at what time and how to connect.
I would just stroll through the old town, go to St. Catherine's passage. I believe this is one of the oldest mediaval streets, there are some headstones on the wall there. Here you can also access one of the city wall towers (5 euro I think) and walk on the wall, sketchy as its very icy but cool.
If you have time and are bored, go to Hotell Viru and do the KGB tour. You have to prebook the tour, which runs for about an hour and takes you to the 23rd floor where the KGB had their ops there. I thought it was cool. Do not show up without a reservation.
https://viru.ee/en/KgbBooking
To eat, this place was awesome and the prices were great:
Restaurant Rataskaevu 16
Its in the old town. I walked in (5 people) and was able to eat no probs as I could not figure out how to make a reservation online. If its more than two people I would call and try and make a reservation.
RØST Bakery
Great coffee, or so I hear from my wife as I dont drink it ... the pastries were really good.
To get to Helsinki, I would reccomend the Tallink ferry. It was like 29 euro, fast and clean in a new ferry. Plenty to eat inside, dont prepay.
Once you get to Helsinki, the tramm passes right by the terminal and will take you to the train station to go to the airport, its quite easy. Let me know if you need info on this.
I basically walked all day throughout the city. It was quite cold at about -5F, but such a cool city. Great food, cheap and easy to navigate.
I spent about 10-12 days between Tallinn and Helsinki and found that snow and ice is not that big of a problem. I drove in Helsinki, and studded tires made all the difference. The cities are well maintained and ready for the snow and ice.
I went to Suomenlinna island in Helsinki, froze my ass lol. Was not worth it for me. Everybody told me to go there, I'd skip it unless you dont know what to do.
If you want more info on Helsinki restaurants, let me know. Helsinki is more expensive and its a very small town, you can probably see the whole thing in two days. I enjoyed both cities, though.