Fairy tale from Finland.
Once upon a time there was a farmer who was crazy about basting. As soon as he got up in the morning he entered the sauna and as soon as he was done with his chores for the day he returned there. In the end, he got used to the heat in his sauna and therefore built a new sauna that was even hotter. After a while, he had to build a new one, and so he continued until there was not a sauna in all of Finland that was hot enough for him.
Word of this heat-tolerant farmer quickly spread across the country and eventually the devil himself heard about him. "I'll probably give him all the warmth he needs," thought the evil one, and gave himself up to the farmer. "Peasant! I have a sauna that's probably hot enough for you," said the devil. "Thank you for the invitation," said the farmer. "Let's get off at once!" When they reached the gates of hell, the devil called to his demons to fire like never before, for here they had one who liked heat. The farmer snuggled as he felt the heat rise around him and threw off his clothes. "Sit here, dear friend," said the devil, pointing to a red-hot stone. The farmer did, but still thought the stone was a little cold. The devil snorted at his guest and ordered the demons to turn up the heat even worse. Despite this, the sauna-less farmer only seemed to enjoy himself even better.
The heat from the superheated hell was now beginning to produce results on the surface of the earth. Volcanoes erupted both here and there, and the polar ice caps began to melt. In the end, the devil's own whiskers caught fire and that was enough. "Out with you, you bastard!" howled the devil at the farmer. "I never want to see you again!" So the farmer had to go home. He was sad that he had to leave the nice warmth, but still glad to know that he must now be admitted to heaven when he died.
That's why all Finnish children are taught to bathe in a sauna, so the devil knows his heat doesn't touch them and therefore leaves them alone.