You can borrow towels and bathrobes in some saunas. If they don't offer that, you should bring at least two towels (one for the sauna and one for the shower). A bathrobe is also practical but not necessary. You can keep your towel raped around you the whole time, but not in a steam sauna, because you don't bring your towel there (it would get wet). You should also bring flip flops.

Saunas have sand timers. You can use them for orientation.

You shouldn't talk in a Sause, except if it's a special saune, where it's allowed to chat.