The research is pretty clear. The health benefits don't continue to increase after 15-20 minutes. It can even start to get quite damaging. There's a reason the Sauna World Championships have been discontinued.

Like the ice bath (see 'How long should I stay in the ice bath?') it's also a question of the temperature of the sauna and your heat tolerance. Be gentle with yourself. Do it today so that you want to do it again next week. Don't push yourself so hard that the next time a friend asks you to come to the sauna your self-induced sauna PTSD convinces you to stay home in your perfectly 22.5 degree home and rewatch the last season of Orange Is The New Black.