Walking distance from the city centre, Hietaranta is sheltered by the city, with perfectly clean water and is so shallow as to be very child friendly.
A must see in the summer and also in the winter when the sea freezes (supposedly). We spent a great afternoon there in mid August with only about 30 other people. A real highlight.
Hiekkarannantie, 00100 Helsinki
The sea does indeed freeze over, as far as the eye can see and the ice is thick enough to walk on!