You have to send a finger request to the server before it responds.
According to the finger rfc:
Send a single "command line", ending with <CRLF>.
The command line:
Systems may differ in their interpretations of this line. However,
the basic scheme is straightforward: if the line is null (i.e. just
a <CRLF> is sent) then the server should return a "default" report
which lists all people using the system at that moment. If on the
other hand a user name is specified (e.g. FOO<CRLF>) then the
response should concern only that particular user, whether logged in
or not.
Try typing a word into telnet and hitting enter.