Sitting in a sauna may be relaxing, but building one could be anything but ... outdoor shower, or hot tub. Celebrities from Gwyneth Paltrow to Joe Rogan have touted their sauna and cold plunge ...

Sauna Culture's advice to newcomers: Do box breathing, and try to stay in the tub ... take a hot yoga class at Y2 Cotswold beforehand — it's located on the ground floor of the same building.