First off we are trying to fit in more with the West and EU because the other way is russians and they have been labeled bad (mostly the ones in Russia though, everyday local "russians" are normal people who we have a lot in common with). That is the government's position.
Secondly the people are mixed between don't mind/don't care about immigrants and reactionary panicky racists who think the world is ending. (This has been my experience, with false-nationalists online and moderately against immigrants/neutral position IRL.) There are always these types of people and their simple minds have been bent over backwards to believe ISIS is trying to move in next door. Perhaps people don't want to seem racist to tarnish their image, but honestly I don't think must consider it even an issue because:
Most importantly, the immigrants don't actually want to come here. http://www.postimees.ee/3395297/miks-ei-ole-meile-uhtegi-pogenikeperet-valja-pakutud It's in Estonian and the translation is bad, but the point is they are only going for Germany, Sweden, France(?) – not here If they do happen to stay here, they won't be staying for long, because:
* it's not that safe for them to walk around (even black american soldiers out of uniform almost get beat up)
* there isn't any real social welfare they could live off of, even if they were trying to get a job (200€/mo is the max and this you can only get if you prove you have some disability which doesn't let you work and it is not enough at all)
* on a national scale, we still have some problems with integrating with russians and they are our neighbours
Also our actual problem is emigration, because even Estonians don't want to stay here.