In the sauna wear your birthday suit. Nakedness is natural. Sweating makes swimsuits uncomfortable. There are no exact rules of behaviour but the ritual is meant to be relaxing. Hurry and noise are out of the question and so is reckless competition about who stands heat best.
Air humidity is regulated by ladling small doses of water onto the stove stones.
Warming up and cooling off can be repeated as many times as feels good. Whisking adds to the pleasure. Another brief warming-up may be nice after washing before finishing off with a shower or a swim. Heavy meals and alcohol should be avoided before sauna. Afterwards you will need a refreshing drink and possibly a snack.