Study of affect in speech requires suitable data, as emotional expression and perception vary across languages. Until now, no corpus has existed for natural expression of affect in spontaneous Finnish, existing data being acted or from a very specific communicative setting. This paper presents the first such corpus, created by annotating 12,000 utterances for emotional arousal and valence, sampled from three large-scale Finnish speech corpora. To ensure diverse affective expression, sample selection was conducted with an affect mining approach combining acoustic, cross-linguistic speech emotion, and text sentiment features. We compare this method to random sampling in terms of annotation diversity, and conduct post-hoc analyses to identify sampling choices that would have maximized the diversity. As an outcome, the work introduces a spontaneous Finnish affective speech corpus and informs sampling strategies for affective speech corpus creation in other languages or domains.