You can if you want to. They will guve you a towel and swimsuit as well if you would like to use it. Most people are just in their towels in the sauna steam room and wet areas. Everyone's naked usually when using the Jacuzzis but you don't have to if you don't want to.
Technically you're supposed to have a swimsuit on, it's in their policy, but as mentioned already, most ppl are naked in the hot and cold tubs and just have towels wrapped around them in the steam/sauna
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