Sauna Etiquette: You really need nothing else: This sauna couple in Bahrain Naked for a nude section, but the water was cloudy and there was not very much to witness. Going Nude is more Hygienic. The hot pools of Iceland look really nice, too. Odds are there will be soap provided and it is expected of you to give yourself a good clean. At the Polish sauna, there was an ice bath that was a delight to step in after a couple minutes of F.