This article is from the Nordic countries FAQ, by Antti Lahelma and Johan Olofsson, with numerous contributions by others.
Mostly because of ancient traditions. Wherever there have
lived Finns, there have also been a sauna nearby their
residences. In the early days of Finnish history, it was a
small wooden hut near a lake, and people used it not only for
cleaning themselves, but for childbirths, some medical
operations and other duties that required a clean,
bacteria-free environment. Today, practically all houses in
Finland have a sauna. In urban areas, you usually have one per
building, but even in a relatively small apartment it is not a
rare piece of luxury these days. This being the case, Finns
discover at an early age what a refreshing way it is to clean
oneself both physically and mentally. The tradition is not a
dying one either.
 
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