HeartsinPain said pretty much everything.
Go slow if you haven't used it before, I experienced a scary herx from my first sauna session, but this before I knew what I was sick from, no detoxing prior to that, I was very very toxic. For the first time go in maybe only once. My llnd advises to stay only 5min for the first time, but see how you feel, don't push yourself. Maybe sit on the lowest bench.
Shower immediately after you go out.
Bring a bottle of water with you, I like to add in a drop of liquid trace minerals. (or a pinch of himalayan salt) Drink plenty of water both before and after.
I also use dry sauna.
If you want to, you can take niacin half an hour before you go in, it will help you sweat even more, but expect your face to be flushed
I also take binders after the sauna, when I get home.
I can devour enormous amounts of fruit and veggies after the sauna because of electrolyte depletion.
Bring a nice moisturizer with you, your skin might be dry after all the heat from the sauna and shower (if you are brave try alternating hot and cold water in the shower, at least on the limbs). I bring with me different serums because this is when my skin absorbs the best.
You'll feel great after it!