No serious ones, no. The market is already pretty well set up with large ferries and plenty of flights. If you need to get there in a couple of hours, just take a plane, but if you need cheap the ferries start at under 10€ (even cheaper to get to Åland). So there's no need for it and it would be extremely costly to build.
Oh, and Finland has it's own guage for the railways anyway
HKI-TLN is more realistic, but that'd need better connections south from Tallinn (the Rail Baltica project that's in the works).