I have tested positive as pregnant 3 weeks. During the 1st week before I know I am pregnant I had a sauna lasting three 10 minute sessions with a cooling off between each session. Any comments?

I am not sure what you mean by 3 weeks pregnant as this is 3 weeks after your last period when you would not have a positive test. You get pregnant 2 weeks BEFORE your missed period. Whatever you mean by three weeks pregnant a sauna this early would not have any effect whatsoever. The human body maintains a normal internal temperature whatever the outside temperature. High fever may have an effect but not a sauna or similar.