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I’m walking stark naked through several inches of snow, steam rising off a body that’s just been gently cooked at around 100C in a smoke-filled sauna. But any shivering is more about what’s coming next, as I reach the top of the wooden steps and look down at a hole cut in the ice which stares back at me like a very dark pupil in the white eye of a very frozen Gulf of Finland.

"You’ll pull me out if my heart stops?" I call down to my sauna guide Jaska, only half-joking. Wimping out is not an option, especially when he’s happily paddling about in the water in a way no 70-year-old man who’s had heart surgery should be doing in the sensible world. An instant later, I’m up to my neck in it, too, and ten seconds later I’m out, gasping as blood surges to the surface of my skin in an exhilirating rush of pins and needles that’s so unexpectedly marvellous I’m almost hopping with excitement as I head back towards the fireside warmth of the sauna lodge and an ice-cold beer.

The Finns revel in their contrasts. Natural reserve dissolves into friendly boisterousness in any bar, while a country that’s basically a giant pine forest broken up by countless lakes and a loose scattering of towns manages also to be one of the most wired nations on Earth (think telecoms giant Nokia, think software pioneers Linux).

And then there’s sauna (pronounced "sow-na"), the cook-chill experience that’s so much a part of Finnish culture that almost two million of them are needed to satisfy a population of five million. A place of darkness and heat might seem akin to Hell but it’s more like Heaven to the Finns - there’s even a saying: "In the sauna one must conduct oneself as you would in church".

For centuries it was a place for rites of passage. In the sauna, women would go through pre-marriage purification, old people would go to die and the young would be born - even today, there are middle-aged Finns who boast of being born in the sauna. Scrunching through the ice and snow that blanketed Helsinki even in early spring, I could see the appeal as the mercury veered between -3C by day and -12C by night.

Saunas are mighty healthy, of course, as well as blissfully hot. With temperatures ranging anywhere from 60C to over 100C, they bring on an artificial "fever" that drives every organ of the body into action, while toxins pour out through the skin. Hardly surprising, then, that the oldest known medical document, the Sanskrit Ayurveda from around 570 BC, prescribed over a dozen ways of inducing sweat, while many cultures took the principle to their heart - the Mayans with their brick-built Temazcalli, Native Americans with sweat lodges and the banias of Russia.

On my first night in Helsinki I headed straight for the top-floor sauna of the Scandic Continental almost as soon as I’d dumped my bags in the room. Nine floors below, the sweep of Alvar Aalto’s Finlandia Hall shone in the Helsinki night, while streetlamps made beautiful pools of light on the snow-covered park that encircled the frozen waters of Toolonlahti, the city’s central lake.

My concentration, though, was on the arrival of Sirrka. It’s not enough in Finland just to sweat - a damn good rub down makes sure the toxins go, and for that you need one of the famous "scrubbing ladies". I let Ari, one of the others in the sauna that night, go first while I watched to see how it all worked - basically, lie naked on a table and let Sirrka do what she’s been doing for nearly a decade. Even so I felt a twinge of embarrassed modesty as she beckoned me out of the sauna, got me comfy, then scrubbing me down with a soapy, roughened loofah. The bliss - and the fact that Sirrka was old enough to be my mother and jolly enough to be a girls’ school hockey teacher - soon quelled my nerves.

The easy-going attitude to nudity is something you have to get used to quickly in sauna land - even when every sauna I visited was staffed almost exclusively by women. A Finn would be appalled if you carried around anything other than a towel to sit on into a sauna.

Swimsuits are even forbidden at Helsinki’s beautiful Uimhalli, vast 1920s Deco public baths/saunas opposite the Hotel Torni in Yrjonkatu, near the giant Stockmann department store - though the truly modest can clutch the towelling robe included in the 60Mk sauna/swim price if it’s just too much to order your post-sauna beer in the nude from the waitresses who patrol the balconies above the pool.

The truest experience of sauna, though, is a smoking cabin out in the forest and by the water. For that I went to Sauna-Seura, the headquarters of the Finnish Sauna Society in the Helsinki suburb of Lauttasari, where members rotate among its four traditional saunas (a fifth modern electrically-heated job seems to be quietly ignored) - including the infamous No.3, which Jaska introduced me too with a jovial "Now we spend some time in Hell". But then, of course, the avanto ("hole in the ice") swimming brings you back towards Heaven soon enough.

Sitting in a classic wood-fired savusauna (smoke sauna), I felt its grip begin to work on my soul. Naked and cleansed, I sat on the wooden slats in a pine-smoke darkness, dripping with sweat and focusing on breathing in the hot air, peering out through a small window at the still, snow-covered forest.

As people entered the darkness they would ask if anyone wanted "more heat?". They were rarely refused. Scooping water from a bucket by the door with a loyly (a kind of ladle, pronounced "lerwl"), they’d hurl it through a grating onto the mass of hot rocks hidden beneath the sauna, a huge hiss preceding the blast of extra heat and a string of muttered "kiitos" (thanks) from around the dim interior.

Gazing at the rectangle of glowing whiteness in the late winter sun reflectiveness seemed natural - though if you want to talk you’ll find the Finns as friendly with their clothes off as with them on. British saunas, I decided, were probably as close to this true pinnacle of pleasure as sunbathing on Brighton beach is to frolicking on the white sands of a Pacific atoll.

By the time you read this, Finland’s ice and snow should be melting into spring greenery. But the water will still be very very cold, and the welcome of the sauna very very warm.

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