Sauna is not a spa add-on in Finland; it is the national habit. Helsinki’s waterfront saunas — Löyly, Allas, Kotiharju — are the easy first booking, with a plunge into the sea if you want the full version.
Guided sessions explain the etiquette (when to be naked, when a swimsuit is expected, how long to stay in) and can add a smoke sauna or a lakeside evening outside the city.