Finnish Sauna
The sauna is a specially built insulated room or cabin which is heated to 71 - 100 degrees Celsius (160 - 212 Fahrenheit) by means of rocks heated by preferably wood, but also by electricity and gas. It is used for bathing nude in the hot air, and periodic wafts of steam from water thrown on the rocks, which stimulates circulation and deep cleans the skin by opening the pores, resulting in mental and physical relaxation and well-being. It is a place to purify the body and soul. But there is more to it than that.
Saunagoing is a form of escapeism as well. We escape everything our modern environment does to us with the knowledge that we are undoing certain effects in the sanctity of the sauna room. Therefore there is no point in bringing those things in with you. It is a secret known to every Finnish hockey player, by which they achieve the edge against their competition. Just ask the Ruutu brothers. A thin edge of the wedge of endurance, stamina, health, that makes all the difference.

A hot sauna is entirely safe and the properly designed and built sauna is a very pleasant experience. Those people who complain that the sauna is uncomfortable and they prefer a hot tub are missing out on a great health benefit and experience.
source: uralica.com