The title makes the situation worse than it sounds, but it still makes me feel uncomfortable.
My girlfriend is Dutch and we recently went over to the Netherlands to meet her parents and friends. The trip on the whole was great except for one afternoon when my gf suggested we went to a Sauna and meet some of her friends. I was obviously totally up for that and met her friends at the the sauna. Unfortunately for me, I didn't realise until we got to the changing rooms, that at Dutch Sauna's everyone gets their kit off (I ignorantly thought this only happened in the Scandinavian countries).
All of a sudden my girlfriend and two of her friends I had only just met her completely in the buff. I felt so awkward, but didn't want to cause an issue with my gf so got undressed too. The four of us then spent an hour in the sauna. While nothing "bad" happened, I just felt so self-conscious about myself rather than relaxing. For example, all of them were 'smooth' in the downstairs department, unlike my myself and I would be thinking "Oh god, what must they think of me!"
I know most people will think I'm just being silly, but I really found the whole experience awkward. We're back in the UK, so we won't be going to any type of saunas like that for a while, so I don't know whether I should just keep it to myself or mention it to her.