as far as i know going to the sauna has usually no negative effects on your skin. if you have any skin desease, make sure to ask your dermatologist for advice. when having healthy skin you should not have any problems.
sauna is an excellent way to realx and strengthen your immune system (you will hardly have a cold over the winter and will be able to fight other diseases a lot faster too!). one thing you should watch out for is that the heat might at first be too much for you, so when having any cardiovascular disease, please doublecheck with our physician first.
you usually do 2-3 ‘tours’ through the sauna, in between you cool off on the air (his is very important! some people only shower very cold, which can result in a black out or even heart problems => warm blood cools down too fast => Your heart might not be able to handle that when not used to) an other way to cool off after sauna is to at first cool off your feet and arms with cold water or ice, then wait some time and then take a cold shower.
after that you should rest, then you might repeat the above as many times you want to (of course w/out harming yourself).
the only time sauna can be harmful to your health is when you are not healthy yourself, or when overusing it.

So to be a 100% sure, ask your doc, and when going to the sauna talk to the staff and they can tell you how long you should be using the sauna.

hint: some sauna’s use some type of fragrances put into the water and then poured over the hot stones.

Ask if they use 100% natural or synthetic one.

The artificial one can actually cause you to have allergic reactions!

enjoy.