Helsinki is How to Winter in practice. In late December, the sun is up for less than six hours, and January days hover just below freezing. It's cold, but it's not “I'm never going outside again” cold.

Most visitors come in summer, so in winter the locals have more of the city to themselves. It's the season to see Helsinki the way the people who live there do. The routines of its 700,000 or so residents are out in the open: the sauna after work, the ski trail on a weekend morning, the library on a Saturday afternoon. Visitors are welcome at nearly all of them, most cost little or nothing, and short tram rides connect them. You can spend a week or two in Helsinki doing what locals do, and much of it comes down to getting hot and then getting cold.

Finland has about 3.3 million saunas for 5.6 million people, and UNESCO added Finnish sauna culture to its intangible heritage list in 2020. Most Finns grow up with a sauna at home, or one shared with the rest of the apartment building. The public saunas that once dotted Finnish cities nearly disappeared after the 1950s. In recent years, private citizens have started building new ones, and Helsinki has many.

Kotiharjun Sauna, in the old working-class neighborhood of Kallio, has been firing its wood stove since 1928 and calls itself the city's last public wood-burning sauna. On Mustikkamaa island, Sompasauna is free and open around the clock, all year, and its regulars run it themselves. There are no attendants and no showers, and one rule, which they call sauna peace: respect the people beside you and the place itself. Allas, a floating pool and sauna complex, sits in the harbor a short walk from Senate Square. Löyly, a wooden building on the shore, has steps that go straight down into the sea.

This is where it gets a bit daunting. More than 720,000 Finns swim outdoors all winter, often in a hole cut in the ice, and then go back into the sauna to warm up. Visitors can try it at Allas, which offers winter swimming in the harbor. The sauna is a few steps away, and first-timers tend to find it in record time.

Helsinki has up to 200 kilometers of ski trails, including routes in Central Park, a long strip of forest that runs north from the city center. The ferry to Suomenlinna, the island sea fortress, runs all winter, and many of its cafés stay open. In the Töölö neighborhood, Café Regatta, a small red cottage on the water, keeps a fire going outside next to the frozen sea.

Savotta, near Senate Square, serves salmon soup. Ekberg, an old Helsinki bakery, is known for korvapuusti, the Finnish cinnamon bun, whose name means something like “slapped ears.” When the dark comes in the middle of the afternoon, people move indoors without going home. Oodi, the central library that opened in December 2018, logged close to three million visits in its first year, more than four for every person in the city. People read and work there, use its workshops and recording studios, or sit by the big windows and wait out the cold.

On Christmas Eve, families light candles at Hietaniemi Cemetery, as they do on All Saints' Day around the start of November, and by four o'clock the grounds glow with them. From November 27 to December 22, the December market at the foot of the Cathedral steps has its own wood-burning sauna, heated to about 100°C (212°F), between the porridge and mulled-wine stalls. Then Lux Helsinki, the city's free light-art festival, runs eight days, from December 30 to January 6. It is the first time the festival has spanned New Year's, and about 450,000 people came last January.

Helsinki is compact and easy to walk, and the trams run all winter. Wool layers and boots with good soles handle most days. Finnair flies nonstop from several North American cities, and the city is a short flight from most European capitals. Pack a swimsuit. Most public saunas expect one, which is not true of every sauna in Finland.