Sauna does not come from Sweden. It doesn't come from Finland, either, but is a remnant from primitive northern peoples. It's my understanding that it began as a shamanistic practice, and a lot of the sauna terminology that doesn't have translations to most languages is proof of this. For example, the word 'löyly' - the steam that rises from the stones on the heater - is an ancient word for 'spiritsoul', one of the seven souls my ancestors thought they possessed. But my main gripe in people thinking that sauna is a Swedish invention comes from the fact that the Swedish and Finnish saunas are nothing alike. Theirs is a fucking watered-down pansy-assed lite version, and should be called by the word for sauna in their own language; bastu. These bastus and steam-rooms and Turkish bathhouses shouldn't be called saunas, because that isn't what they are.
Yes, we like to go to sauna. Most people do it once a week, traditionally on saturday. Even in the cities every apartment building has a sauna. I myself haven't gone since I moved (the old place had a sauna on the top-floor with an incredible view over the Bay of Finland), and I miss it. I've been going as long as I can remember, and I've been amused by the reports that in many countries people under the age of sixteen aren't allowed in saunas for health hazards -- sauna is the place where people here traditionally gave birth, so to say that a good chunk of the population was born in a sauna wouldn't be far off.
Yes, we go to sauna bare-assed naked. When I was little we went with my mother and father and brother, every week. I've gone with family, I've gone with friends, I've gone with class-mates, I've gone with complete strangers. I've gone to women's saunas, I've gone to mixed saunas, I've gone alone. One of my favourite people to go to sauna with is my male cousin; despite coming from Southern Europe he's got stamina. I've seen most people I know naked, in this context. There's an anecdote that keeps coming up in family gatherings (I don't actually have any memory of it) that when I'd gone to sauna with my aunt and her husband when I was three, I'd asked my aunt why her husband had such a big penis (I'm going to assume it was bigger than my father's, and had surprised me because of that), and they never let me live it down. There's nothing sexual or erotic about it, because if you warm a sauna up properly, it will be too goddamned hot to even think about fucking. It's a cleansing ritual; you go in to sweat up, not to get a glimpse of tits and ass.
The stones are integral. You think we're crazy for throwing water over an electric heater? The point is for the stones to be so hot that the water is vaporized when it hits then, be the heater electric or the traditional wood-burning kind (and yes, I can heat up a traditional sauna, I even usually ask to do it, because it's a hell of a lot of fun, and I like playing with fire). I can't stop sniggering at the dry saunas people have discovered in other countries, where throwing water on the heaters has been banned out of fear of electrocution.
Water boils at 212F. When your body's internal temperature rises above 115F, your brain fries. The proper temperature inside a sauna is 200-240 degrees Fahrenheit. Your Swedish sauna that's at 150F is fucking cold, while people here will bitch about heatwaves when it's 73 degrees outside. Doesn't compute? That's alright, it doesn't really compute to me either. The way I understand it is that there's a lot more humidity in the air, and when you're naked your body is able to breathe better, sweat out the heat. You're not boiled alive when the temperature hits 212, but wearing a bathing suit or a towel in those temperatures is pretty fucking stupid. In central Europe there are timers in saunas, and warnings that staying inside their cold saunas for over ten minutes is dangerous. Um, okay. My people should probably be extinct, then. You stay inside a sauna as long as it feels good, and the only people I've ever heard dying in them are people who've fallen asleep drunk. My limit's usually at half an hour, one sitting. Go for a swim, come back again, rinse, repeat. In the Summer, go on like that all night. Feels damn good.
Self-flagellation with a bouquet of birch-branches is also part of the ritual. They're not there to look pretty and smell nice, you're supposed to beat yourself red and raw with them. I'm not kidding. That is what you do. It speeds up your blood circulation, or some such.
There's a phenomenon called sauna-terrorism that goes on in public saunas, in which someone will come in and throw a lot of water onto the heater in a short amount of time, smoking out those with less endurance to get the sauna all to themselves. And some people, old women especially, will dip the entire bucket onto the heater as they're leaving, just to be assholes. Men compete in 'who stays in the sauna the longest' when it's cranked up to the max, and I have taken part in that myself a couple of times. I think it's a test of stubbornness. My grade school teacher did that in an actual sauna-society, and we hold actual championships on it. We hold cell-phone tossing and mosquito swatting competitions, too. Really.
And yes, in the Winter we bore holes in the ice and go for a swim in the cold water and roll in the snow between sauna sessions. I've done both. The swimming hall I used to go to has two small pools where they pour ice cubes to keep the water at 41F, and I've swam in them. Haven't had a cardiac arrest yet. Old people do that too.
All of this is a natural part of our lives, an important part of the culture. Sauna is serious business for us. We build saunas where ever we go. A tour-guide I met in Rome told me that she'd built a sauna in her apartment there, and she told me this in late May when I was dying of heat. We've built saunas to our missions in Africa, and the natives naturally think we're batshit crazy. How about you?
Sauna, by the way, is the one Finnish loanword in most languages. It should be pronounced sah'ouhna, mind.