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Yes, it is. Interestingly, the Finnish naming law was updated in the beginning of this year: now you are allowed to have three middle names (before it was two middle names).

Yes, winters are long, cold and dark here and every year you hear people complaining about that. That said, we Finns are used to our seasons and many of us love winter: there are many winter activities you can do (e. g. skiing and skating), not to mention the beautiful wintery landscapes and the northern lights. So, I think Finnish people have more a positive than a negative impression of words/names Talvi and Tuisku. Also, Tuisku is nowadays associated with Antti Tuisku, one of the biggest pop stars in Finland: he has a very bright, radiant image, so I don't think people see Tuisku as a gloomy name.

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Selja doesn't appear in the Finnish mythology (as far as I know). I only know that a rowan was considered as a holy tree: it was identified with Rauni, who was either a mother goddess and consort of Ukko (the god of the sky and thunder) or Ukko himself. Pihlaja (= rowan in Finnish) is rarely used as a name, but the form Pihla has been very popular in the recent years.