Most first-time guests worry about two things: how hot it is, and what everyone else is doing. Both are simpler than they look.
Start with a warm shower and dry off. In the Finnish sauna, sit on the low bench for your first round: it is about 60°C there, against about 90°C on the top bench (sample readings). Stay as long as it feels good, usually eight to twelve minutes.
Then cool down in the garden or under a cold shower, and rest for a quarter of an hour in the quiet room with a glass of water. Two or three rounds make a good visit. The hosts are happy to show you round.