Finland’s second biggest city is best known for its telecommunications industry: Nokia has a big research and development office in the city centre. It is very cold in the winter, often minus 20C (0F). So cold that it hurts to smile, some locals say, as your teeth freeze. Tampere is where Lenin and Stalin first met – there is a small Lenin museum. It is a curious, but strangely interesting, spot for a weekend break.

How do the Finns unwind, I wonder? They seem so uptight. I ask the hotel receptionist what Finns do for fun. She pauses and looks at me as if I’m some sort of nutcase. Then she goes into a back room to discuss my request with a colleague. After a minute or two she returns. She smiles faintly and then says simply: “They jump in the cold water.” And she gives me the name of a public “jumping in the cold water” facility.

Which is why I’m now standing in my swimming trunks out in the open, in minus 10C temperatures in the middle of Finland. Cold winds are sweeping across a lake – cold winds that possibly come from the Arctic Circle. I am absolutely frozen. Should I smile, I’m pretty sure my teeth would hurt quite badly.

Most of the lake is frozen, as it ought to be when it’s minus 10C. But a small corner has been cleared of ice. We are standing, in our swimming costumes, shivering and looking at this small corner, contemplating how cold it must be in there.

Then one by one we trundle along a green carpet walkway – like a mini-golf putting surface – and jump in the lake.

I follow a couple, wanting to see how it’s done. They leap into the water, shriek a bit, giggle, and lift themselves out. I do the same, wondering why people from Nordic lands seem to enjoy freezing themselves so much.

And yes, it is absolutely freezing. It is without a doubt the coldest I’ve ever felt. I feel my body temperature plunge. I get the sensation that, if I don’t get out quickly, I won’t have any body temperature left at all. And I think there’s a word for that state of being: dead.

I shuffle out of the water and up the green carpet feeling “warm” by comparison in the wind that’s whipping off the lake. I am dying to get into the sauna, housed in a small wooden building, but pause outside it with a group of bathers. You’re meant to do this after leaving the lake to help your body adjust.

My body has turned bright pink; perhaps because I’m not used to this frozen water routine. Other people’s bodies are not bright pink and they are staring at me with amusement.

Finally I get inside the sauna. There’s a 50-50 mix of men and women. Everyone else sits in silence – behaving like true Finns.

The thermometer says 100C. I close my eyes, thinking back to how cold I felt a few moments ago. Now I feel great. But this is completely mad. I take a look around. Everyone seems a little crazed – a bit manic and happy to be manic, but keeping their manic feelings to themselves.

Maybe it’s just the water that’s done it; the adrenalin rush. Or maybe it’s just the Finns in general, I begin to wonder. Is living up by the Arctic Circle in this isolated corner of northeast Europe bound to turn you just a little bit loopy?

Details: Ryanair (www.ryanair.com) has returns from £20. Holiday Inn (www.holiday-inn.com) has rooms from £68. Finnish Tourist Board (www.visitfinland.com/UK).

How low can you go: around Europe for 1p each-way (plus tax) by Tom Chesshyre (Hodder and Staughton, £10.99) is available from BooksFirst for £9.89 including postage and packing.

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