If you are not a Software Developer then its pretty much impossible to buy a home. Prices are cheaper out side of the city but then you will be dealing with long commute times or would have to work from home.
Many countries in Europe, including Estonia, are in the small peak of real estate bubble. Inflation is very high and people have been hurrying to invest money they have. Real estate is obvious choice for many.
Estonia can be considered a Nordic country. Many people from Finland have moved to Tallinn for lower taxes and lower prices, because it's just two hours by ferry away from Helsinki.