Yyeap. You right about the staty. It is right near church and is beautiful....
You maybe wanna go outside streetmuseom on Sofiankatu which I understand is kept to look like 1800-1930. So there is many contact with the tsars
If you want take a look at this page:
http://www.hel2.fi/kaumuseo/english/museotjanayttelyt.html