Powerful men have sat here: Al Capone, Jesse Jackson, Saul Bellow, Nelson Algren. But don’t let that intimidate you. Fame and prestige mean very little when you’re sitting half-naked inside of a room heated to 200 degrees.

That room—the Turkish sauna—is located in the men’s section of Wicker Park’s Red Square, a revamped incarnation of Chicago’s hallowed Division Street Russian and Turkish Baths. In 2013, the bathhouse reopened under new owners, who did a complete rehab of the facility, perhaps to align it with the trendy Wicker Park neighborhood. The old granite-brick oven still bakes in the sauna, but the mosaic tile floors, cedar walls, and lavish spa treatments—think facials and aromatherapy body scrubs—make this a far cry from Capone’s shadowy haunt.

Still, the idea of a bathhouse might conjure intimidating images: naked men collectively bathing, or mobsters brokering deals behind a mysterious veil of steam (both accurate, perhaps, at one time). I myself was intimidated when as a kid my uncle first dragged me through the fogged sauna doors. But years later, when I returned on my own, I was able to appreciate the sensation of being swallowed by steam and spit out as a revitalized person.

I've since been back many times, but as I learned during that first visit as an adult, even if you enjoy what it does to your body, the heat of the Turkish (or “wet”) sauna can do funny things to your brain. Here's what happened to me, best I can recall through the haze.

I walked through the door and the heat welcomed me with a bear hug. Men—or men-shaped figures, at least—sat on the cedar benches in various states of undress. The air was thick with eucalyptus, and the oven let out a great hiss as a man shoveled water onto its heated boulders. Within minutes my skin was glistening, and I felt like a tribal warrior taking a ritualistic sweat. My mind began to wander.

Why is that man beating that other man with a tree branch? I asked myself. I overheard lively conversations, but the words were indecipherable. Is it me, or are people speaking in tongues? Is this some ritual I am not aware of? The man at the oven shoveled more water onto the rocks, the boulders wailed upon impact, and the heat grew more and more intense. I considered voicing my own brand of gibberish to convince the strangers I belonged.

Instead, I reached for a nearby bucket, filled it with ice-cold water, and dumped the thing over my head. Sweet mercy. According to co-owner Margarita Vizcarra, this blast of icy water bolsters circulation and works your pores. According to me, it’s like the world’s most enjoyable heart attack. It snapped me out of my reverie and back to reality.

Turns out, the man with the tree branch was delivering a traditional platza treatment ($30), an exfoliating body scrub performed with a bundle of oak, eucalyptus, and birch leaves. The indecipherable language? Just your usual mix of Russian, Lithuanian, and Spanish banter.

The rush from the cold bucket was fleeting, and I soon felt the heat once again take hold. It was time for the cold plunge.

Situated just steps from the Turkish sauna, the cold pool is meant to mimic the icy ponds in Russia, which bathers would use as an antidote to the heat. I doubt there are any synonyms for “shock”—in Russian, English, whatever—that aptly describe the feeling of going from a 200-degree sauna to a pool of 35-degree water. But it’s a healthy shock, a full-body rush that produces clarity and invigoration. I emerged fully refreshed and ready for another round of heat.

Tips for First-Timers

What’s Included

For $30, you get a full day’s access to the wet and dry saunas, whirlpool hot tubs, cold-plunge pools, and relaxation areas; spa treatments are extra. Red Square provides sandals, towels, a robe, and a sheet.

The Whole Nudity Thing

Yes, flesh is on full display, but the atmosphere is nonsexual and nonthreatening. Still, there are ways to maneuver around this—you can keep the sheet around your waist while in the sauna or even wear a swimsuit—but for my money, it’s best to leave your inhibitions in your locker with your clothes.

Ease Your Way In

After I stow my things in a locker, I usually begin with a rinse in the private shower, take a quick soak in the hot tub, and spend a few minutes in the steam room to acclimate my body to the heat. Then I move on to the Turkish sauna.

Take a Break

Between saunas and soaks, I like to don the robe, kick back on a lounge chair, and zone out or read. I’d recommend something light, but there are also flat-screen TVs to keep you occupied. I’m not a massage guy, but upstairs, therapists offer Swedish ($65/hour), deep-tissue ($80/hour), and warm native-stone massages ($80/hour). Margarita says that the ideal time for a massage is after the sauna—your muscles will be pliable from the heat and primed to be molded.

No Jacket Required

Dining in your robe is encouraged at the upstairs restaurant, which serves fresh watermelon salads and Russian entrees. I’d recommend drinking plenty of water, but don’t pass up the Moscow Mule cocktail—the cold vodka is a nice capper that gives me the nudge I need to reenter the real world.