A finnish sauna is usually a room that is warmed up to 100 degrees Celsius. Additionally water is thrown on hot stones on a stove. This way the sauna feels even hotter as steam is produced. In finnish saunas people use whips made of birch for massage and stimulation of their skin.
Finnish families have the Christmas tradition that all the family members have to bathe there before the sun set on Christmas eve because after that the souls of their families would use it. That tradition and tale has survived many many centuries.
It is also common to jump into cold water after the heat in the sauna is getting uncomfortable. This can be done many times. As one cycle has no real effect. In the mean time people sit down in the dressing room and eat or drink something, mostly sausages or beer but that varies depending on the country. The whole visit of a finnish sauna might take up to two hours and might take well into the night if you have good company.
Finnish saunas can be found everywhere in appartments, summer cottages and hotels. There are finnish saunas for men and women seperately but also together. It is good to use a finnish sauna once a week but not more but they are deffinitely a big part of the finnish culture.