Learn Finnish: Hän on englantilainen ja väsynyt.

You don't! Finnish does not have gendered pronouns. The word hän means both "he" and "she". You usually just know which one it is based on the context of the conversation or story.

Why do we use on here instead of olen?

The verb olla (to be) changes its shape depending on the pronoun, just like in English. Because the subject is hän (he/she), we use the third-person form on (is). The form olen is only used with minä (I am), and olet is used with sinä (you are).

Why isn't the word for "English" (englantilainen) capitalized?

In Finnish, words for nationalities and languages are written with lowercase letters, unlike in English. You only capitalize them if they happen to be the very first word in a sentence.

I see the word Englanti (England) hidden inside englantilainen. How does that ending work?

When you want to describe a person from a certain place, you take the name of the place and add the suffix -lainen (or -läinen). So, Englanti (England) becomes englantilainen (English person or English). You can do this with almost any country or city!