There are some etiquette's that I came across:
1) Don't make eye contact. Just keep to yourself and mostly stare at the wall or the floor. If you do make casual eye contact, then just do the non-threatening and hey whats up head nod.
(2) Use a towel to sit on (or a swimsuit).
(3) Don't dump water on the rocks unless you know it;s okay with everyone. The sauna is supposed to be dry heat. If you want wet heat go to a steam room.
(4) Space out equally in the room. Don't sit within spatter distance of someone else.
(5) If you do stretch, try to be mindful of those around you. They probably don't want a full on view of your naked body.
(6) Don't shave, trim toenails, fart, spit, pee in or otherwise foul the sauna. That's just gross.
(7) Don't talk incessantly in the sauna. It's meant for relaxing, not for holding heated debates and such.