Some keyboards have a mode which transposes their (MIDI?) output up or down. That may be affecting either your Finale input or your basis of comparison to your keyboard.

(I once set a book on top of my DX7 and "slid" the adjustment slider out of tune by accident. It took me a while to discover the problem.)

Also check that you are not entering notes into a transposed part.

Beyond those suggestions, we might need a little more information about your situation.

• version of your OS
• instruments in your score
• whether this is a new score or an XML import
• anything else you can think might be helpful.