Swedish sauna, the only place where sauna is taken more seriously is Finland, but Swedes take their sauna pretty seriously. And for an outsider it can be a pretty scary experience.
Being in a Swedish sauna is like being naked in an elevator. There are very few places where you feel comfortable resting your eyes. No body says anything, unless they have to. And everyone is nude.
You can encounter the Swedish sauna in many places, at bath houses (which are intended for families, get your mind out of the gutter), by the sea - where you are encouraged to dive in naked in the freezing cold water after your sauna, or at your friend's house.
In most swimming halls there are male and female saunas, but often even 'family saunas' for mixed gender. Kids come and go together into the sauna. There is no talk of the 'danger' of the pedophile hiding in the corner, everything is out in the open.
If you are braving a public sauna, you might be thinking - ah ha, I will just wear my swimsuit into the sauna. No. You won't. Or if you try, you might be chastised. There are often signs and aggressive old women who tell you 'Get naked or else.' Apparently wearing a bathing suit in a sauna is unhygienic. Less hygienic then a lot of naked bits on hot wood.
You are, however, supposed to bring a towel. Most people lie on their towel, naked. Me, being a prudish American, tightly bundle myself up in a towel. Please, we didn't even get naked to change for gym class in my school. I don't do nudity around strangers well. Even worse around people I kinda sorta know.
I always feel a bit like I am wandering around my own episode of Discovery Planet. 'Look at the females, lounging about in the warmth...'
I must admit I am a terrible saunaer. I know you are supposed to run directly to some cold water or something when you come out of the sauna, but I never make it. My heart rate drops and I usually end up having to lie down on the floor until I get blood flow back to my brain again. Hence the main reason why I don't sauna too much in public anymore.
If you are going for a true Swedish experience, you will have to try the sauna. And there you will learn that people come in all shapes and sizes. And that sweating amongst naked strangers is a special feeling.