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Finns really love saunas.
The friend I was staying with in Turku has a private sauna in his actual apartment (even though the apartment itself is tiny). His parents are even more obscene: they have one sauna inside the house and another outside, in a separate building in the backyard!
Finns are proud to declare that the word 'sauna' itself is Finnish (pronunciation sounds something like 'sou-na'). Finns believe that saunas are very good for you. When I first arrived in Finland, I was told that women use to give birth in the sauna and that the sterile conditions meant there were less birth complications. People also like to drink beers and cook sausages at the sauna (though I soon realised that the grilling of sausages takes place OUTSIDE the sauna itself, on a nearby bbq...it is bad etiquette to grill sausages inside the sauna proper).
There is no such thing as modesty when it comes to a sauna session in Finland....you go naked. Here, is a chance to see all of your family, friends, work colleagues and neighbours naked.
"It's not a sexual thing", a Finn once told me.
"Yes", I replied "but it's more a nakedness thing."
(As an aside, I've once had to tell a Finn to avoid her local sauna back in Australia because it was being used as a sexual thing.)
But back to the Finnish sauna...for added pleasure, you can beat yourself with birch branches. Pine branches, though, are a definite 'no, no'. Alternatively, go to a public sauna to be washed by old, angry-looking finnish women (the kind that look like female hammer-throwers at the Olympics).
Alas, as much as I enjoy the sauna (It really does make one's skin feel smooth and subtle), it also gives me heart palpitations so I try not to do it too frequently.