Learn Finnish: Kuka tuo uusi opiskelija on?

In Finnish questions that start with a question word, the word order is usually: [Question word] + [Subject] + [Verb]. So literally, this sentence is "Who that new student is?". English swaps the verb and subject ("Who is..."), but Finnish keeps the subject (tuo uusi opiskelija) and the verb (on) in their normal order right after the question word.

Could I use mikä instead of kuka here?

No, because you are asking about a person. You must use kuka when asking "who" (about people). Mikä means "what" and is used for things, animals, or abstract concepts.

Why use tuo for "that" instead of se?

Tuo is used to physically point out someone or something you can see but is a bit further away from you, like saying "that one over there." Se is also translated as "it" or "that," but it's usually used when referring to something you were just talking about in conversation, rather than pointing at someone across the room.

Can I use oppilas instead of opiskelija for "student"?

It depends on their age! Opiskelija is used for older students, like those in university, vocational school, or adult education. Oppilas is used for younger pupils in primary or middle school. Because this sentence uses opiskelija, it implies the "new student" is an older teenager or adult.