The big-serving Soderling improved to 2-2 in career matches against Davydenko a quarterfinalist at this year's Australian Open.
Jonas Bjorkman also advanced to the second round after a 6-3, 6-2 win over Daniele Bracciali his second straight career win over the Italian.
In later matches, third-seeded Mario Ancic was playing Andreas Seppi, and fifth-seeded David Ferrer faced Arnaud Clement, reports AP.
Second-ranked Rafael Nadal withdrew from the tournament Monday because of a thigh injury.
The choice of the city of Helsinki is not incidental as the capital of Finland had hosted US-Soviet negotiations on the limitation of nuclear stockpiles in 1969