You should set it to the main language you’re using. I presume you also read the guide here. If it’s an international company with international clients, I’d set it to English. If Finnish co, with mainly Finnish audience, set to Finnish.
Poedit works fine with a mac. Download it here: https://poedit.net/download.php Which version of OS X do you have? If it’s old, you’ll need the link at the bottom of that page. The things you would be translating are the phrases like “Post navigation” / “Page not found” / “back to top” etc. If you cannot translate everything, you can simply translate only the phrases you need.
You have a few threads going at the moment, on Polylang and qTranslate. I would suggest that you settle on one or the other. (If you site has only a few pages and you don’t have to reconfigure tens of blog posts, then I would suggest switching to Polylang, but that’s a personal opinion.) Once you’ve decided which, then we can help you, but it’s a bit difficult solving parallel problems and not knowing which problem we’re solving. I don’t mean to sound negative; hopefully this will make it easier for you too ??