Avanto really just means "hole," but it's used most commonly to refer to a man-made hole in the ice that you jump into after the sauna. If this sounds like torture... it kind of is. You sit in the sauna, which is usually a steamy, brain-scrambling 168 degrees or so, and when you just can't take it anymore, you run outside and down the dock, and then lower yourself down into water that is just shy of freezing. This all should be done without cursing or shrieking.
So why do it? I won't deny that it's probably partly the collective crazy streak that runs through the Finnish people that prompts them to do, but a funny thing also happens to you afterward. When you climb out of that watery pit of frozen doom, miserable and feeling like your limbs are going to snap off, as soon as you pull yourself up onto the dock you feel fantastic. Invincible. Nevermind that you're standing around outside in -10 degrees F, wet, in a swimsuit, and if you're stupid like me, barefoot. You feel stronger than you've ever been. Like you could lift a car. Which, after a bottle of scary Finnish vodka, I probably could.
This picture says more than words ever could.
