Good Advice to follow the local practices. At the gym I used to go to, most guys walked around naked. A few kept a towel or underwear when going to the shower.
At the current gym, most of us keep something on when walking around. In the sauna, it is a towel thrown across the lap or nothing. Personal preference, I guess. I like to sit on a towel in the sauna. The seats are just too hot to sit on for a long time.
I don't like to see a guy shaving or brushing his teeth naked. I keep my underwear on at the sink.
Wear how much or little as you are comfortable with. No one cares.
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