Helsinki, and Copenhagen are both cities with hop on/hop off bus systems. They are also very walkable cities. In Helsinki I took an excursion in the harbor on a ferry boat that went out along the coast line and talked about the history. Copenhagen has a pedestrian mall about a mile long, that if you walk the whole length will bring you out by Tivoli Gardens. Lots of great shopping and restaurants in Copenhagen. I don't know when you're going, but just to let you know; the Little Mermaid will be leaving Copenhagen some time in May to be on loan at Hong Kong's World Expo for the summer.
Tallinn is very small and you can walk to the Walled City and explore. Amber stone is popular to buy there. In St Petersburg you will want to take a ship's excursion or hire one of the authorized Russian tour operators. I did a two day excursion that went to the Hermitage, Peterhof, The Church of Spilled Blood, and some other places.
My cruise went to Stockholm and Olso, not Gdansk. Enjoy your cruise, it's a fabulous itinerary.