If you come from a prude place like most of the the US, visiting big German suanas will blow your mind. Hundreds of nude women of all types. Many men will see more nude women on one visit to the sauna than they have seen all their life. This is definitely a lifetime experience.
All you need to do is behave. Keep your eyes from popping out and your dick down. They have toilet stalls if you must rub it back down.. Have sex or rub before you go. Don't do anything sexual there. Behave, and you will have a wonderfull experience.
If there are bouncers, say a friendly "Guten Tag", don't hide your accent. Don't stare or ask to be let in. Treat them just as you would treat the cashier.
BTW, If you are into men, don't waste your time in a normal Sauna. Most larger cities have gay saunas, and these are meant for having sex.
For example:
https://www.apollosauna.de/