My wife and I spent some time in Istanbul a few years ago and roamed around on our own and did some cool stuff. One day we hired a local guide, well worth the money!
One was a visit to a Turkish Bath, which she wanted to do and i didn't. So we took a streetcar to that neighborhood and roamed around until we found it. There is a men's and women's separate sides and we entered our respective side. There were individual locker rooms. I went into the spa and soon got naked for the ritual. The attendant poured warm water over me to get ready for the massage on the very large heated marble slab (like 12' X 12'). Then on to a steam room with my towel to sit for a while (surrounded by grumpy looking mustache Pete kind of old guys). Then on to a sauna and then a cold plunge pool in a grotto which look to be carved out of solid rock, very amazing. On to an individual shower and back to the dressing room and out. My wife had a similar experience.