For the northern European peoples, a hot room full of steam was the best way to get clean. When half their year is bitterly cold, enough that it would be impractical to be wet and naked for very long, being in a tub of water in a drafty longhouse isn't a good idea. Unless living next to hot springs - which were sacred places and much revered - the best choice is to build a separate small building (or a small space within a large one) where you can heat things up and encourage your body to sweat out impurities. If you lay a supply of rocks into it, heat them,and throw water on them, you get the cleansing steam that the Finns refer to as löyly.
While the sauna is mostly associated with the Finnish people these days, we know from archaeological digs that ancient cultures all over the arctic and subarctic regions of Eurasia used them to one extent or another. In northern Europe, the oldest ones were small domed stone buildings with a hole in the top, rather like a permanent stone version of the Native American sweat lodge. Somewhat later ones were round or squarish stone buildings; occasionally a Norse longhouse would have a separate small room that seems to have been a bathhouse. In the Eyrbyggja Saga, a Norse bathhouse is described that is a room dug into the ground, or perhaps the side of a hill. A window over a stone oven, just at ground level, provided both ventilation and a place to pour water over the stones.
The word sauna is Saami, the language of the original inhabitants of Finland. We don't necessarily know what the various Scandinavian and Slavic cultures called a bathhouse, because the modern words are more recent in their etymology, such as the German Aufguss and the Russian banya (which was originally derived from an Italian word for bath). However, some linguists have pointed out that the Old Germanic word stofa, which is where we get our modern word "stove", originally meant a heated bathhouse and may have been the equivalent word for the Finnish sauna. It later evolved into the German Stube, which became Badstube or bathhouse.
During the Middle Ages, public bathhouses went from being family and tribal retreats to being busy centers of commerce and prostitution. The Catholic Church finally cracked down and banned them, and so the sauna and its various forms were lost to most places west of Finland for a long time, until those countries rediscovered the health benefits of the sauna in later centuries. This interruption via first civilization and second Christianity means that we have very little in the way of remaining lore about the religious rituals of the stofa. We can conjecture from the scraps left behind, especially those remaining in Finnish and Russian culture, or we can ask the wights and work them out ourselves, which is what some people have done.
As far as we can tell, one of the primary religious functions of the sauna in Finland - and likely in the rest of northern Europe as well - was as a holy place of transition. Women were brought into the sauna to give birth, and the dying often lived out their last days there. Once dead, their bodies were washed and wrapped in the sauna before removing them to a grave. It was also used for secluding one's self for such things as casting charms and spells, and healing rituals of all sorts were performed there on various sufferers. Indeed, the ill were often brought into the sauna for the duration of their illness. In Russian folklore, sorcerers both good and bad were said to practice there, doing things unacceptable to normal society in that in-between space. Similarly, stillborn children were buried under the threshold to protect them and guard their spirits - like baptizing them without a baptism.
Ancestor worship was also a function of the sauna; it was thought that the Dead would return to places that they had enjoyed, including the bathhouse, and that the löyly, or sacred steam, held their souls. It is the Breath of the Ancestors, a word which originally meant "spirit" or "life". (One cognate is the Ostyak word lil, which means "soul".) The sauna is, in many ways, an ancestor altar that is also useful. Its usefulness stretched to the mundane as well; it was sometimes used for such practical purposes as curing meat or drying out malt, hemp and flax. It was a doorway between worlds; the fact that fire and water held an equal balance in sauna sanctity drives home the image of liminal space.
The banya seems to have endured in Russia as well, although it is not as famous in the West as the Finnish sauna. Herodotus wrote about the people of the Black Sea region making a felt-covered hut and throwing water onto red-hot stones inside, creating a vapor hotter than any Hellenic bath. (He also relates that hempseed was thrown onto the stones for purposes of visions and prophecy.) According to his accounts, this Slavic sweat lodge was used for ritual cleansing before marriage and after burying the dead. 2nd-century excavations of Slavic settlements in Poland show earth-sheltered houses with fireplaces in the middle, but no separate bathhouses. The concept of building an actual permanent structure seems to have been unknown in the southern Slavic areas until the people of Novgorod moved south, as mentioned in the Lay of Igor's Campaign. Novgorod, a northern Slavic city, had been heavily settled by the Rus tribes, and was the mercantile capital of trade between them and the Norse. (There is a good deal of evidence to suggest that the Rus people, or at least their leaders/upper classes, were Varangian/Norse-descended. There is also some evidence to support opposing conclusions; the debate still rages. However, regardless of how Norse-descended they were, they were certainly Norse-influenced.) With archaeological evidence showing that the early Russian banya was basically identical to the Finnish sauna and the Norse equivalent, it is likely that it is an ancient import from the Rus settlers.
As the Catholic Church never held much sway in Russia (and the Orthodox Church never fixed on sweat-bathing as a moral problem), the tradition of the banya continued unabated, complete with its folk beliefs. The Russian Primary Chronicle describes, in 1113, the monk Andreas' observations of the banya practice in Novgorod wherein he described the pagans "drenching themselves":
As today, this does show the sauna as an ordeal of heat. In many ways, sauna-work is poised on the edge between the Ascetic's Path and the Ordeal Path, depending on how hot it is, and for what purpose it is used - purification, community bonding, creation of sacred space, or strength ordeal? When performed as a group rite, it partakes of the Path of Ritual as well. A multipurpose tool, the House of the Ancestors can be all of these. A community sweat is very different from using the sauna as a safe and sacred place to give birth, and even more different from using it as a solo purification and sacred-space creator for a spirit-worker.
If well tended and kept holy, it could also be a source of power to call upon. The Russian Primary Chronicle also tells of Princess Olga, the pagan widow of Prince Igor of Kiev, who punished the Derevlians for the murder of her husband in 945 A.D. Their leader had designs on her, considering her to be booty earned by the murder, and sent messengers to discuss their future marriage. Olga invited the Derevlian messengers to use her banya, and while they were inside, her men barred the doors and burned the banya to the ground with the Derevlians in it.
Another way in which the Russian banya was a peripheral space was the tradition that sorcerers had to be brought there to die. (Keep in mind that many of the medieval descriptions of a "sorcerer" sound more like a shaman - they had spirit allies, they had to complete their sorcerous transition or die, and so forth.) It was said that a wizard's spirit would be unquiet if they could not pass on their knowledge, so the banya offered a protected space for them to teach their heirs without the "magic" leaking and accidentally conveying their gifts to the unsuspecting, and also a place where their spirit would be sent firmly on its way by the power of the banya in case there were no heirs. This association with wizards (and with pagan beliefs; the banya is said to be the vtoroi mat, or second mother, referring to its symbolism as a small temple to Mokosh the Earth Mother) caused later Russian Christians to say that the bathhouse was full of devils and unquiet ghosts. In general, Russian sorcerers (referred to as koldun) were said to go off to thebanya when all the good Christians were going off to church. Besides the idea of the bathhouse being a private place to work magic, this comment reinforces the idea of the banya as a holdover from the pagan temple. Because of this, anyone who snuck off to the banya alone at odd times might be accused of sorcery, especially if they visited after midnight, which was when the spirits (evil or otherwise) took over the building.
Specific ritual dates associated with the banya were Mokosh's holiday - said to be in the late fall after the harvest when winter was beginning; one could possibly assume around the western-European festival of Samhain - and Yule, when pre-marriage prophecies were sought and made. (At any time of the year, brides were sent to the bathhouse to have a pre-wedding purification steam bath the night before the nuptials, and at least one source suggests that the village sorcerer or shaman was in charge of such ceremonies.) From all its associations, it is clear that the bathhouse in these cultures took the place of the sacred temple or grove once Christianity took over. Having a small building on one's property that could also be used for quite practical tasks provided the average peasant with a place to store all the reverence, memories, and suspiciously magical practices left over from a pagan past.
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