A while ago, back when I first met Justin and Jens-Olaf, we discussed (among other things) the Jewish population of Estonia's first Republic. While it is a historical fact that Estonia was the first country under Nazi occupation to have been declared "judenfrei", it's often overlooked that the Estonian Jewish congregation was far smaller than that in either Latvia and Lithuania. When the Germans arrived, they found less than a thousand Jews - compared to tens of thousands in Latvia and significantly more in Lithuania. Of course, many Jews had fled, but the truth is that there weren't that many here to begin with. I didn't have a clear idea of why exactly that was, but my guess was that the proximity of the Russian imperial capital - St. Petersburg - meant that Estonia would not have been included in the territory where Jews were allowed to settle.
This seems to be confirmed by the catalogue of the Estonian Jewish Museum, pointed out by the guy who used to run Estonia in World Media. You can find the catalogue itself here, and in the short overview of the history of Jews in Estonia, it mentions:
Pale of Settlement - the region of Imperial Russia, along its western border, in which Jews were allowed permanent residency. Estonia (Estonia and Livonia) were outside the Pale of Settlement.
Decree issued by Nicolas I ordering forced conscription of Jews. All Jewish children over the age of 12 were ordered into military service (became Cantonists). One of the three garrison (military) schools was in Tallinn.
Certain Jews, e.g., First Guild Merchants, long time tradesmen, people with higher education, discharged soldiers (Nicolas soldiers) and their family members and descendants were given the right to live outside the Pale of Settlement. As a result, the Jewish population in Estonia rose sharply.
So, as I'd suspected, Jews only began to settle in Estonia in any significant numbers in the middle of the 19th century. Mind you, they seemed to make themselves welcome: almost two hundred Jewish men had fought in the Estonian army during the War of Independence, and after the country was secured, Jews were one of the national minorities to be granted cultural autonomy.
Estland points out this quote from the catalogue:
“Estonia is the only East European country where Jews are not discriminated either on the government level or in the every-day life. …The cultural autonomy is in full force and gives the Jews lead free and dignified life, according to their national and cultural principles.” („The Jewish Chronicles“, London, 1936)