If you wish to have an authentic Finnish sauna experience, you need to feel connected to the nature. The best way to do that in the city or in the middle of winter is to use a natural birch sauna scent. The scent of genuine birch leaves is what we Finns always connect to our traditional sauna experience. It relaxes and calms us and brings back happy childhood memories from the summer cottage.
Otherwise, there aren’t many specific rules about how to sauna. It would be good to avoid cursing and talking about politics. In sauna, it's good to listen to yourself. Stay as long as you like. Have as many cooling pauses as you need: outside, in the lake, on the balcony, in the shower. Breathe in the scent of birch and dream of Finnish summer!