Try not to scream: Doing a sauna, Finnish-style

There’s nothing quite like the peaceful feeling that overcomes you as you slump in a sauna and let 80-degree dry heat penetrate every pore and muscle. Inside, a cosy glow. Outside, snowflakes that drift down, glinting like Swarovski crystals.

And yet the Finnish sauna-goer won’t surrender to euphoria. Oh no. After you’ve heated up, you should run outside and leap into the frigid sea. (Urban saunas will have an ice room or cold shower.) In winter, hack a hole in the ice, and in you go. Or roll around in the snow.

Is this what an electric shock feels like? Probably. Try not to emit a piercing scream. The good news is that, if you don’t have a heart attack, you’ll tingle all over. If the tingling isn’t enough, slap yourself with a handful of fresh birch twigs.

As well as extremes of heat and cold, a Finnish sauna challenges you to leave your inhibitions at the door, and go barefoot and naked, except in some mixed-sex saunas. Bring a towel to sit on, unless you want to sear your nether regions.

Sauna-sitting isn’t a competition, and yet you’ll want to test your limits. The higher you sit on the tiered seats, the hotter it gets. You’ll pass out if you sit by the stove, especially when a ladleful of water gets thrown on it.

Why not enjoy the added unpredictability of sitting with your eyes shut? It’s polite to ask before someone throws a ladle of water but, as Finnish is incomprehensible, you won’t realise what’s about to happen until hit by a wave of heat like a speeding truck. Remember: no screaming.

You won’t be in a sauna long. Beginners might manage 10 minutes and aficionados won’t last more than 20. Any longer isn’t good for you, anyway.

What is good for you is the way the hot therapy resets your body, and the sauna’s tranquilising effect on your mind. You connect with nature too: saunas are often beside a lake, in a forest, or perched on coastal rocks in a silver-blue Finnish world.

You have to be a little eccentric and masochistic to indulge in this peculiar pastime. But give it a go and find the joy of what Finns call saunanjalkeinen: that feeling when your body sings, and yet is utterly relaxed.