Learn Finnish: En tiedä, keneen voin luottaa. - I don't know who I can trust.

This is because of the verb luottaa (to trust). In Finnish, luottaa requires the person or thing you trust to be in the illative case (the "into" case). In Finnish grammar, you don't just trust someone, you trust into them.

How do you form the illative of kuka to get keneen?

The question word kuka (who) is irregular. For most of its grammatical cases, it uses the stem kene-. To make the illative, you apply the normal rule: double the last vowel and add -n, which gives you keneen.

If voida (can) is also in this sentence, why does luottaa get to decide the case for "who"?

When a sentence has a helper verb like voin and a main action verb like luottaa, the main action verb is the one that controls the case (the rection) of the object. Since luottaa is the action directed at "who", its illative rule applies.

Why is there a comma before keneen?

In Finnish, a comma is strictly required to separate a main clause (En tiedä) from a subordinate clause. The phrase keneen voin luottaa is an indirect question, which acts as a subordinate clause, so you must use a comma here.