Welcome!You are now member of a large family. The problem of having "too many notes" in the measure when creating tuplets is probably the most frequent problem among novice Finale users.
There are several solutions.
For Simple Entry users it is a matter of turning off "Check for Extra Notes" in the Simple menu.
Speedy Entry users can do the same in the Speedy menu, and turn off "Jump to Next Measure".
Or they can hold down the secret modifier key (on Windows: Ctrl, on Mac: Option), and press the appropriate number: 5 for quintuplets, 6 for sixtuplets, and so on. This number will appear in the Speedy Entry frame, and Finale now knows that the next notes are tuplet notes. The next note value will set the duration of the tuplet. Let's say that you want to enter triplets. So you press Ctrl/Option while typing 3. And you will see a 3 in the Speedy Entry frame. If the next note value is a quarter, the triplet will be a quarter triplet. If the next note is an 8th, the triplet will be an 8th triplet, and so on.
To get FULL control over the tuplet, press Ctrl/Option while typing 0 (zero). This will bring up the Tuplet Definition dialog box, where you can give Finale precise instructions about the tuplet you are about to enter.
Peter