For those who don't know what it is, a sauna is a very hot room (70-95 ℃C) with wooden benches and a stove. Some are a just a small room attached to the bath room, while others can be a separate hut. Sauna is such intergrated part of Finnish living that at least one visit such be considered mandatory. And why not, it's nice (if done in moderation) and you will have an opportunity to get close with the otherwise reserved Finnish people. However, you first have to overcome to sit totally naked among other people, for sauna is done naked... also in mixed sex saunas.