I'm staying near Bangkok. I've never been to Vietnam so don't know the visa requirements but I've been to Malaysia before and no visa was required. My plan was to fly to Chiang Mai from Kuala Lumpur, but if that's a bad idea, then I think I'll just maybe stay in Malaysia for a while, and go back to Finland.
I've been thinking about moving to a EU country anyway, because no visas are needed there at all.
EDIT: if they refuse entry, I would be flown back to Malaysia, and not to Finland where I'm from?