Cross-country or downhill? Or perhaps water skiing? 😉
In Finland it would definitely be cross-country. In Finnish, the basic word for skiing, hiihto, refers to cross-country skiing although it's also possible to specify it by using compound word murtomaahiihto. The word for downhill skiing, laskettelu, is derived from verb laskea (to descend).
Both cross-country and downhill skiing are popular in Finland but southern Finland (where our population is heavily concentrated) is mostly flat so cross-country skiing is more easily accessible.