Flashy has a tiny hummingbird to hide.
I’m assuming the OP has never had a sauna before? Less is more, when it comes to clothing. TBH you’re better going in naked, but as that’s not allowed, just a pair of swimming trunks/shorts.
It can get really, overwhelmingly hot. Limit yourself to just five minutes or so at first, and sit on the lower benches if it’s tiered, until you get used to the heat. And if you’ve got high blood pressure, then seek a doctor’s advice before going. Get some of the body builders fainting down my local gym sauna; they really aren’t all that healthy, pumping that much iron isn’t good for you.