Outside reviews editor Jeremy Rellosa needed something—anything—to cure his winter COVID blues. Then he remembered the rather dank steam room in the magazine’s office, which had briefly become a sanctuary for him before the pandemic. Digging into research on heat therapies, he learned that the popular Finnish wellness routine of going back and forth between hot and cold could dispel seasonal depression. Thus began a purposely discomforting journey, one that offers lessons for all of us on how to build fortitude, resilience, and even happiness in dark times.