There’s something about the Nordic countries that have always captured my imagination – not in the lands of the Midnight Sun type way with the continual sunlight all summer long, but as they head into the colder months, and there’s every reason to spend long evenings fireside.

So Finland had been on my bucket list for a while, and while most visitors head to Helsinki for a weekend break or to Finnish Lapland on the hunt for the bearded man in the red suit, I wanted something altogether different. Lake Saimaa fitted the bill. It is Europe’s fourth largest natural freshwater lake, and it snakes its way through miles upon miles of forests. You simply can’t avoid it. The lake is ever-present with some 14,500km of coastline: look right, look left: the beautiful waters will be shimmering somewhere in sight.

After just under a three-hour drive north from Helsinki, past incredible vistas, and with the sun sinking behind the trees, we arrived at our stop for the night. The Art & Design Villas at the Anttolanhovi resort are striking individual wooden buildings sat on the banks of the lake, with floor to ceiling windows to make the most of the view. Each villa has a sauna too. But with the evening already dark, we planned instead to rise early for our first Finnish sauna – and a cold lake dip if we dared.

Dinner around the fire, we learned more about the region. Close to the Russian border, it is home to bears (you’re unlikely to see one, but carry a whistle on a hike, oh, and incidentally, one did appear recently in the town, but don’t worry, they’re not particularly ferocious anyway), wolves, and the lake has pike (delicious as a starter made into a creamy mousse and topping rye bread)….and eels, although they’re not going to spoil your swim.

First foray into Lake Saimaa

We rose with the sun and, while we waited for the sauna to heat up, we decided to make a tentative foray into the waters. With the mist only just lifting and the lake incredibly still, it was a magical, though thoroughly bone-chilling, swim, and we hastily retreated to the welcoming warmth of the sauna. It had been an amateur’s error – we should have been patient and done the sauna first, worked up a gentle sweat to eliminate the toxins, then invigorated in the cold water. If you’re here in winter, you can roll around in the snow instead. And apparently a birch branch is also handy for a little gentle flagellation to really get the toxins out.

For the Finnish, as we were soon to discover, the sauna is a way of life. It is how they unwind in the evenings, business deals are done there, and dinner sometimes cooked over the hot coals. You should also be naked, although the sexes don’t mix in public saunas. Apparently, women once gave birth in the sauna (the room was hygienic), and the dead laid out to rest there. The only activity, I was told, that is out of bounds is sex. Far too hot. Even yoga can be done in the sauna, and I added that one to my list for later in the trip.

Sauna and dip done, we met with Ava, a keen hiker who knows the surrounding Neitvuori Hill area well. Heading up the steep ridge to the beautiful viewpoint, she was keen to keep chatter to a minimum. Walking here is an holistic activity that not only gets the heart rate up but also soothes the mind. We paused to take in the views that stretch for miles, where we could really get a sense of just how vast the lake is, and with the trees sporting their autumnal hues, it was easy to switch into a more spiritual mindset. The countryside is where Finns find solace. They also take their ‘right to roam’ seriously. ‘Everyman’s Rights’ mean you can wander at will, and help yourself to nature’s bounty wherever you find it, including an array of berries and mushrooms.

On our walk, we heard how the Finnish are known for their resilience. There’s even a word they use: ‘sisu’, which encompasses tenacity, bravery and stoicism. They’ve needed it too with countless battles over the centuries. Indeed, the country, which was long part of Sweden, and then part of the Russian Empire, has found itself at the heart of many a conflict, and there are castles that stand as a testament to the defensive nature it had to adopt.

We went on to visit one such fortress. Medieval Olavinlinna castle dominates Savonlinna town, and is aptly foreboding. In the summer, it is home to a famous opera festival and I’m sure it looks a different proposition altogether under blue skies. But the weather had taken a turn for the worse and with the leaden skies and the rain lashing down, it was an atmospheric, if a rather bleak, visit.

Pie baking

Our next stop was the small island of Niinisaari in the Puumala archipelago – to reach it, you drive on to the tiny ferry and in just a couple of minutes you’ll be in this small hamlet, home to just 200 locals. In summertime though, the population swells thanks to the diversification of the Okkola farm, which offers beautiful cabins to rent dotted around the archipelago, jazz nights in the barn, and the chance to try your hand at baking traditional pies. There is not much in life I don’t eat but, thanks to school dinners, rice pudding is one of them. The Karelian pie is shaped like a small open pasty and filled with my food nemesis. Here though, I was (a little) relieved to learn, it is savoury. They’re tricky but fun to make and quite tasty when fresh out of the oven. My travel companions loved them, especially topped in the traditional way, with butter and chopped boiled egg – I remain to be convinced.

The rain showing no sign of abating, we were looking forward to our next warming stop, the Järvisydän Hotel & Spa resort, home to Sauna World and Lake Spa. And if anywhere could lift the lid further on the national pastime it would be here. There are five ways to sauna, plus an indoor/outdoor pool, a salt room, and sensory showers. Admittedly, the resort is more about novelty with staff dressed as medieval servants, and a dining room that is distinctly Game of Thrones – at one point during dinner we even heard the theme tune being played. But the sauna really is the point. Somebody has had a wild time dreaming up this place, with its timber roof, fireplace and twinkling lights, and it is an incredible way to spend a few hours. I loved plunging in the outdoor infinity pool in the darkness then rushing back in to a warm sauna.

We stayed in the cute ‘scenic suites’ – mini log cabins, with a tiny kitchenette, log-burner and fur throws on every surface. The roof is made from glass so you can keep your eyes peeled for the Northern Lights, although they are not a common sight in this part of Finland.

On the lookout for seals

Next day and still battling against the rain, we headed out on a boat trip in the National Park to try and spot the Saimaa ringed seal. But the seals are no fools and even they were sheltering from the rain. It was beautiful, nevertheless, and we settled for a picture on our host Tanya’s phone of one of the creatures as it lay sunning itself on a rock, which she had spied while out paddleboarding in the summer.

More driving through the region – it is no hardship with views so stunning, and the autumn trees mirrored in the lake, we made our way to our next and final stop, the Hotelli Punkaharju in the famous Punkaharju ridge area. Built in 1845, it is a fairytale pink building in the middle of the forest and on the lake. The owner is the inspirational Saimi Hoyer. A former supermodel, she came back to her roots after a devastating illness. She craved the peace of her childhood in which to recuperate, and when the hotel came up for sale, Saimi jumped at the chance, turning it into a boutique retreat full of stunning design. It’s quite the place – even good enough for Putin, who recently stayed here. In the summer, you can catch a boat from its pier to get to the opera festival at the castle.

Saimi is passionate about mushrooms and we were welcomed with a mushroom cocktail (it tasted like a White Russian) and then went out to the forest to try our hands at foraging. My first find did not impress our guide – it was too old, apparently. Others in the group were more successful and were pleased with our haul. It was later inspected by Saimi, and then cooked up by the chef. Fortunately we weren’t reliant on our pickings for dinner with just a forkful for each of us (oh how mushrooms shrink when cooked) and the menu, overseen by respected chef Ilkka Arvola, included the most incredible mushroom soup and first-of-the-season and utterly divine elk.

Yoga – the Finnish way

The hotel offers sauna yoga and I was keen to try (though rather nervous having not done yoga for years). I was relieved to find that you stay seated and each move is tiny, though extremely powerful. The heat gives you more flexibility and afterwards I definitely felt supple. There’s an outdoor hot tub too, and it was the perfect way to end my exploration of this fascinating area. One last freezing dip, and then into the hot tub looking up at the stars.

Autumn here is fleeting and just a few weeks after my visit in early October, they’d already had their first snow. It becomes a winter playground with ice skating across the frozen lake, cross-country skiing and skidoos. In spring and summer, activity again focusses around the lake. But if you can catch that brief season – ruska – the turning of the leaves, then you’ll see the region perhaps at its most beautiful.

Finnair: Finnair flies from London Heathrow, Manchester, Dublin and Edinburgh to Helsinki with fares from £134 return in Economy Class, including all taxes and charges (www.finnair.com/0208 0010101).

Järvisydän Hotel & Spa: Stay at Järvisydän Hotel & Spa Resort from €173 per night for a private scenery suite for 1 or 2 people. Access to the spa and breakfast is included (www.Järvisydan.com). For more information on Finland visit www.visitfinland.com. More on Lake Saimma visit www.visitsaimaa.fi/en/

Hotel Punkaharju: Stay at Hotel Punkaharju with prices from €188 per night for two guests (hotellipunkaharju.fi).

Anttolanhovi Art&Design Lakeside Villa: Guests can book to stay at the Anttolanhovi Art&Design Lakeside Villa at Lake Saimaa for £205 per night for a 4 person villa with 2 bedrooms. For more information visit www.anttolanhovi.fi or call +358 44 4301 100.

We travelled as a guest of Visit Finland, Visit Saimaa and the above hotels.