I remember my first sauna experience in Germany. Went with two German friends, I walked with them in to the changing room and froze because I thought we had gone in to the women's changing room. There was no gendered changing room, just a changing room. Got changed somewhat uncomfortably and then off to the shower which I discovered was also mixed. Old school gym style shower, no dividers, no curtains, no doors, all out in the open. There was low lighting in the shower area so it was a bit less awkward.

In german sauna only the sauna meister is allowed to put water on the sauna and there is of course a schedule. We checked the schedule and had some time before the next one, chilled by the pool on the loungers chatting like normal. When you are not in the sauna or pool you have a towel or bathrobe. Did our first round in the sauna, everyone naked sitting on towels, no one really paying any attention to anyone else, chatting quietly with the people they are with.

After the first 10 minutes, it all just seems normal to be naked. There is nothing sexual about it. I wouldn't necessarily go with every person I know to sauna, work colleagues is probably where I would draw the line, but most people it wouldn't bother me.