Well I lost my Sauna / Steam Room virginity at the gym today. It was intense. It was sooooooo hot in there and the one guy in there who I was talking to showed me how to make it super steamy in there (to where you cant even see).. He got a bottle of water and poured it all over the parts that make the steam. I tried to sit in there for as long as I could but I could only last about 20 minutes. It did make my skin feel great though. Supposedly it opens up your pores or something... Not sure what sauna's do exactly but I liked it.
