Yes, my Brava's heating works like normal, except it doesn't give warm air AT ALL and guess what: I live in Finland.
Does anybody have an idea of what can it be ?
Thanks

Could be an airlock in the heater matrix. If your Brava is anything like the 20Vs engine there are 3 bleed screws 2 on top of the radiator and on on a water pipe going round the back of the engine on the right hand side. I'll let someone else tell you the correct procedure for trying to bleed air out the system. Because when I last did it I got a 4 foot jet of water and a scalded hand, so I think I did it wrong.
It did fix it tho.

If you have just had a service that involved a coolant change, then it will be an air lock and need bleeding.

If not I would imagine your thermostat has jammed open.

Thanks,
I cannot rule out the possibility there's an air lock, but I never had any coolant change.
Since I'm not a native english speaker, I should ask you what you mean for 'jammed open'. You mean some plastic part is broken, so it's open?
And to be honest, even more central point here is that , in spite I'm generally rather handy, I'm just a beginner with car fixing, so: where is the thermostat located ?
Thanks again

"Jammed open" means "stuck in the open position" due to scale residue or simply failure of the working element. You can check if it it is working. Open the bonnet just after you've started the engine - if the rubber hose that goes to the radiator are getting warm, the thermo is faulty and needs replacement/repair.

The thermostat can be found on the left side (looking from the driver's position) of the engine block. Follow the hoses and you'll see it.

The repair is doable, no need to go to the shop, but you have to be prepared to top up/replace the coolant liquid and bleed the whole system well after the process.

It can also be that the plate (damper) ther regulate the air flow into heater not is working.
The cabel from heater regulator, to plate is maybe loose or the plastic is broken.

is your coolant level above min?

a loss of hot air is often the first sign of a coolant leak, which includes a head gasket leak (especially if you have a 1.2)

very likely to be a snapped cable if coolant loss is ruled out. Here is a how to repair off a RHD Alfa 145 (same basic set up), the blue cables are the problem, chances are a white clips on the end has snapped off, so when the cable moves it just takes up slack rather than moves the heater valve.

http://forum.alfa145.com/index.php?showtopic=11263&hl=heater

the part itself is quite cheap £4, is that 6 euros, bur getting at it.....

HTH