Keep it Simple
Use close-fitting undergarments that won't add extra bulk or get in your way. If the thought of your sweat-covered sauna suit being in direct contact with your skin does not bother you, opt for no undergarments. Keep the suit clean and shower when you're done.
For Optimum Comfort
Most users will prefer to wear some light clothing underneath their suit. There are two good reasons for this: it will keep the suit away from your skin, and it will also absorb some of your sweat. This will help keep your skin from getting too wet. T-shirts, thin pajamas and other light, comfortable garments will work well. Avoid anything too warm or bulky, so you can move freely and not get overheated as easily.
Sweat it Out
If you just want to sweat as much as possible, layer thick, warm clothes under your sauna suit to amp your session up. Sweatpants and sweatshirts or long underwear will add to the warmth of the suit and increase the amount you will sweat. This should be done with caution, as it is possible to overheat or become dehydrated when wearing a sauna suit, and extra clothing will only increase this risk.
To combat dehydration, drink plenty of water during your session (sip from a water bottle every five minutes) and take off the suit if you begin to feel dizzy or weak. If you stop sweating, you are in a more serious stage of dehydration and are at the risk of heat stroke.