Passing through Estonia in mid-January - best options for a wintry day or two in Tallinn?

I'll be passing through Estonia in mid-January and will be staying in Tallinn for a day or two. Besides walking through old town and drinking, what are your best recommendations on things to do in the middle of winter?

Any restaurants or bars I should try? Any decent hotels with private sauna? Best museums? Any interesting tech things to see? Any good toy/hobby shops? Or just shops in general? Any unusual/interesting ways to get from Tallinn to Helsinki?

Any good gift ideas - anything that is quintessentially Estonian?