Not stupid if you haven't been!
Yes, you have to wear swimsuits. It's not single sex in Rainforest, only in the gender-specific locker rooms available to all spa/fitness guests. The aromatherapy showers don't have doors or curtains at all, so anyone in the central area of the room would see you, but yeah - you have to have a swimsuit on the entire time you're in Rainforest.
Now the gender-specific locker room saunas... you do what you want. I was in that alone (and wore a swimsuit b/c i already had it on). DH said a man was in the men's locker room sauna naked "and very proud about it", all spread out. HAHAHA!! I would be a little surprised if that happens as much in the women's sauna.
For actual treatments (massages, etc.) - general spa rules are that you'll get naked or nearly naked under a robe they give you, that you'll remove when you get under a blanket as the therapist discreetly leaves the room for a couple min. For a facial, some places give you a shorter thing to wear and you often just undress from the waist up. Rainforest is sort of atypical b/c it's mixed gender in there, whereas massages, etc will be in a room with just you and the therapist.