I used to go often when I was younger.
Know the bathhouse's rules on nudity. Most of the ones I frequented required customers to wear a towel in most areas. You can be naked in a few areas, like the maze, sauna, and shower areas. Also, while not mandatory, I recommend reliable footwear for the obvious reasons. Sex rules are similar to the nudity rules; you can have sex in some areas, but not in others. (No sex in jacuzzis; it's an infection control issue.)
All of the bathhouses I've ever been to had strict cell phone rules; they don't want anyone's privacy violated.
Check their policy on smoking, alcohol, and marijuana.
In most bathhouses, the rules are posted at their check-in areas. Also, several staff members can answer questions.