One of the best things about Finland is sauna. The word itself, as many a Finn will point out, is the only one in their language that has been adopted internationally (beats "bastu" in my book). There is a certain etiquette to be followed while in sauna, and it is indeed an integral part of the culture, to the point where the most serious discussions and the closest relationships (no sean malpensados, canijos) will take place there.
The language also has certain words that have their origins in sauna. For example, löyly means steam, but the kind of steam that comes from throwing water at the sauna stove. Furthermore, in line with unfortunate recent events, verilöyly, composed of the words "sauna steam" and "blood", gives a very grisly picture to the listener and accordingly means massacre. Saunakalja is used for beer drunk in sauna and they even have a saying that "Jos ei sauna, viina ja terva auta, niin tauti on kuolemaksi", or "If sauna, alcohol and tar don't help, then the disease is deadly".
Now you know: in order to understand Finnish culture one has to experience and feel sauna.