Finalize Early means that funds in escrow are released prior to receiving the "goods". Most people recommend to never FE unless the vender is established and has good feedback or you have personally done satisfactory business with them before.
When making purchases on black markets, your payment of BTC is kept in a middle-man account "escrow" that holds the funds until you "release" them to the vender. This is standard to do once you receive the "goods". But many venders are requesting "release" up-front. (FE) Where the payment is sent to the vender before you have verified you got the goods.
Vender: "We require all non EU customers to FE or order will be cancelled"
Internet people: "You are a f**cking idiot if you FE and deserve to get screwed."