There is no apparent thing in sauna that can be considered critically harmful for a healthy person. However as every other things, overusing sauna may bring same harms to people. The leading harm is that when exposed to hot long time, it may make males infertile. By that reason, staying more time than recommended can decrease the possibility of men to have child. Other than that, sauna is not recommended for those who have these illnesses:
Inflammatory diseases, particularly in organs and blood vessels.
Unbalances cardiac diseases.
Epilepsy and epileptic cases.
Cancer and other malignant degenerations.
Recovered lung tuberculosis.