Many an expat from a formerly Puritanical country has probably experienced a bit of a culture shock when visiting a German spa/sauna.
You see, Germans haven't had the Puritans here. They (in general) are not hung up on nudity. It's not necessarily a big deal. In fact, nude sunbathers sometimes enjoy a bit of au natural sunbathing in sections of parks in the larger cities.
So, it should not come as a surprise that it is likely that a sauna (or spa) in Germany would offer or even mandate a textile-free (textil-frei, clothing free) spa/sauna experience. There is a possibility that all of the spa would be textile-free; none of it would be; half might be with textiles and half might be without; or that during certain hours it might be with textiles and later it would not be.
Basically, if you feel strongly any of this, it's very important that you understand the rules and times. Otherwise, you might find yourself very surprised during your visit.
Some other tips to consider for your spa visit:
-bring flip flops;
-if it's allowed, bring your own towel and robe; it's possible to rent one, but the rental isn't always cheap and the deposit can be especially high;
-bring a towel along to sit on; you shouldn't sit directly on furniture or in the sauna if you're going textile-free;
-be prepared for the possibility of a uni-sex area with changing booths (or no changing booths! my friend just visited a spa that was set up like that). The actual showers are separated but there might not be partitions there even though it's just for women or men.