Not directed at you specifically, but I see this quite often so I must correct it: His surname is Kähkönen, or Kahkonen without the accents. Not Kahkonnen. While it is similar to the way -son or -sen is used in Scandinavia, Finnish uses a lemma instead of the genitive, at least usually, in surnames.
For example, the Scandinavian surname Gustafsson has two 's' letters, because it would translate to Gustaf's son, or the son of Gustaf. In Finnish, Kähkönen would mean the same thing, the son of Kähkö, or -of Kähkö. The difference is that while Scandinavian languages would use the genitive (Kähkön), Finnish uses the lemma (Kähkö). That is why it can be occasionally confusing when you find only one 'n' instead of two, when many foreigners are used to the Scandinavian standard of having two 's'.
Another example, again a couple of hockey players, to further demonstrate:
Antti Miettinen would be Antti Miettisson and Ryan Johansen would be Johanssen or Johansson. Interestingly, I can't think of a single Finnish -nen suffixed surname that would double the 'n', even if it would be 'natural' (as in the previously mentioned case of name Johan). While that is not a common name among Finns, who use Juho or Juha instead, I think it would simply drop the second 'n' in favour of Johanen, in which case the suffix would technically be -en instead of -nen.