Can confirm the german part: In my gym there recently was an outrage because a Muslim member went to the Sauna with bathing clothes multiple times, which in the end resulted in his contract being terminated. Being naked in the sauna is almost the law here (but in the end nobody cares if you wear your towel or put it below you. Just remember: No sweat on wood!)

A swimsuit is quite common in Norway. Basically you ask yourself the question "am I going to make anyone uncomfortable". If it's single gender and people are not extremely shy, you generally go with only a towel, but nobody is really going to care. If you're a gender mixed group of friends that don't know each other that well, you might prefer putting on a swimsuit in order to make sure people feel comfortable and included.

From my experience the Swedes are the same.

This is based on private saunas with friends. In public mixed gender saunas I don't think I've seen anyone go naked, but I'm sure certain Finnish tourists would and nobody would mind.

Jaa mitähän ihmettä? I've been to many public saunas in Finland and almost all of them, if not all, prohibit the use of swimsuit/-pants. At least the ones that are in public pools/swimming halls. And the reasoning being as you said, hygiene.

Edit: whoops my bad, you were talking about mixed gender Saunas. You might be correct after all

My experience is that the UK is about as prudish as the USA.

Agreed. I don't need the sweat infused into the wood and me sitting on top.
There may be rules to shower beforehand but some will forget to choose to ignore it.

Sauna hat.

it's mainly Russia so I guess it's a gallon of moonshine

In Finland people are told to not wear swimsuits to sauna not because you absolutely have to be naked but because if you've been in a chlorinated pool the chemicals vaporize in the sauna and are harmful to breathe.

I agree that Estonian sauna culture deserves respect. As for naughty bits covering, is there any difference between genders of friends and family and coworkers, or is one gender per sauna session the implication?

Wenn man allgemein so schaut, also auch in die Kommentare hier, scheinen die anderen Europäer ganz schön prüde zu sein.

Weird, my experience in Hungary was the opposite. No one nude and I think people would have been really weirded out. This was my experience from several thermal baths in the country, although always mixed gender. Maybe if there’s single gender days it may be different.

By not wearing any cloths.

Wouldn't it be even more weird to be the only one wearing clothes?

If your culture has taught you to "hide your shame", you probably can't.

If your culture has taught you that being nude is nothing to be ashamed of, it's as simple as breathing.

I was raised by the latter one and I cannot understand the first at all.

Everyone's seen it, everyone's done it, what's to hide?

Everyone has seen naked people before.

Sorry for the downvotes. To be able to be naked in front of strangers you need to be able to appreciate yourself, your body and your sexuality and you must be able to give yourself a feeling of security. If any of these points are lacking – as with most people – clothing will help you to compensate this lack.

Weird and counterintuitive as it might be, being naked not in front of, but together with strangers is a good way to bolster self-esteem. It can be very wholesome to experience firsthand that your body is 100 % avarage and are not body shamed despite of nudity.

What a strange question

Nah. It melted.

Sorry...