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The site will be focused on specific countries, how can I put it example; the finish language of the site will be for the Finish (Finland). Same goes for other languages and countries.

What worries me is that it would be a bit of a hassle to manage all the domains...

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If each site will focus on specific countries, then you should note that there is not a one-to-one relation between languages and countries. For example, many countries speak Spanish. If, in the future, you would like to provide sites for both Spain and Chile, then "es" is not enough to differentiate. Do not forget that some countries have more than one official language as well.

Many global corporations with country-specific sites use different domains for each site and make their primary domain (usually www.companyname.com) a gateway where customers can choose their desired country and language. Each country is handled through a specific domain, and multiple languages (when applicable) are often implemented via URL/GET or cookie selection.

Yes, managing many domains is a hassle. The primary reason to choose such a method is recognition in specific locales. For example, .co.jp domains are only available to registered KK companies in Japan (the Japanese equivalent of a C-Corp), so such a domain is very familiar in Japan and give users a sense of added trust. Whether to go with such domain names or not really depends on your business.

If you need to put each site on a different domain (for some reason that you have not specified) but do not want the hassle of managing many domains, then you could consider subdomains: fi.companyname.com is the Finish site and www.compnayname.com is the gateway.

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I will most probably do subdomains and redirect ex example.dk to dk.example.com

The site is basically same for every country just different languages so it doesn't matter if you enter from Spain or UK, just chose your preferred language.

Thank You for your help.