You can start finger foods right from 6mos, in fact parents who choose Baby Led Weaning (BLW) only give finger foods from the start. Here is a link with some more info:
http://babywhispererforums.com/index.php?topic=92560.0When thinking about finger foods and a younger baby, think very large chunks or spears. Especially if your baby doesn't have a good pincher grasp yet, he needs larger pieces to be able to hold on to. At least a few inches long will do, because he can't quite hold a food in his hand and open it to get it in his mouth, so will need to be able to hold it and still have a long end to suck or chew on. If your baby does have a good pincher grasp (both my boys did at 7mos), you can give pea sized pieces of food for them to pick up and pop in their mouth. You want to avoid choking size pieces, about the size of a grape.
The theory with BLW is that anything goes! So if you baby doesn't have a senstive tummy and you're not worried about intolerances, then you can give him anything you eat that is healthy. This is especially great for vacations or eating out, because you don't need to pack special food for you baby, and he can share and enjoy all the same meals as you.