The Olympic Statium catches your attention as soon as you lay your eyes upon it. Even if not as big as one might think, the structure blends toghether glass, white painted metal and wood, making it very pleasing to the eye, especially if it's a nice, sunny day.
But the most important thing is that by the adjacent 72 meters high tower, you can have one of the most beautiful views of the city. From Senaatintori to the Market Place to the Katajanokka peninsula every main sight of Helsinki is visible from up there. The fee is 5 €, 3 € with the Helsinki Card (which I definitely recommend), and it's totally worth it.
Going down one can visit the Sport Museum, where there're some hisoric insights into the Olympic games.