Мы начали париться.

Because the subject is мы (we).

Начали is the past tense plural form of начать (to begin / to start). In Russian past tense, the verb agrees with the subject in number, and in the singular it also agrees in gender:

• я начал / начала
• ты начал / начала
• мы начали
• они начали

So Мы начали = We began / started.

After начать (to begin), Russian normally uses an infinitive to say what someone began to do.

So the pattern is:

• начать + infinitive

Examples:

• Мы начали работать. = We started working.
• Она начала читать. = She started reading.
• Мы начали париться. = We started parиться.

This is very similar to English started doing or started to do.

Because париться and парить are different verbs.

• парить can mean things like to steam something, to hover/soar, depending on context.
• париться is a -ся verb and has its own meanings.

In everyday speech, париться often means to worry, to stress out, to fuss, or to bother oneself about something. It can also literally mean to sit in a steam bath / sauna.

So париться is not just парить + oneself in a simple mechanical way; it is a separate dictionary form with its own idiomatic uses.

-ся often marks a verb as reflexive, but that does not always mean a literal English oneself.

With париться, -ся is just part of the normal verb form. Depending on context, the whole verb can mean:

• literally: to steam oneself / to be in a steam bath
• colloquially: to worry / stress / get worked up

So it is best to learn париться as a whole verb, not as something you always translate piece by piece.

This is a very common Russian pattern.

• начать is perfective because it focuses on the starting point of an action.
• The second verb is usually an infinitive, and very often it is imperfective, because it refers to the activity itself as something ongoing or in progress.

So:

• начали париться = they entered the action/state of worrying / steaming

This combination is very natural in Russian:

• начали говорить
• начали читать
• начали волноваться

If париться means to worry / stress out, it is informal / colloquial.

It is common in spoken Russian, but it is not the most neutral choice for formal writing or careful speech.

More neutral verbs would be:

• волноваться = to worry
• беспокоиться = to be concerned
• переживать = to worry, to fret

So if the intended meaning is We started worrying, then Мы начали париться sounds conversational.

Yes, very often.

Russian often drops subject pronouns when the context is clear. So you might hear:

• Начали париться.

This could mean We started worrying or They started worrying, depending on context, because начали only tells you that the subject is plural, not whether it is we or they.

So мы is included when the speaker wants to make the subject explicit or emphasize it.

Yes, the word order can change.

The neutral order is:

• Мы начали париться.

But Russian word order is flexible, and changing it can shift emphasis:

• Начали мы париться. — more marked; maybe emphasizing we
• Париться мы начали. — emphasizing the action itself

For a learner, Мы начали париться is the safest and most neutral version.

The main stresses are:

• мы НА-чали ПА-риться

More specifically:

• мы
• на́чали
• па́риться

So the stress is on:

• the first syllable of на́чали
• the first syllable of па́риться

That is worth memorizing, because Russian stress is not always predictable.

Yes, it could, depending on context.

Париться can literally refer to being in a banya or steam bath. So in the right context:

• Мы начали париться. could mean We started steaming ourselves / going into the steam room.

But in everyday modern speech, many learners will also meet the colloquial meaning to worry / stress out.

So context is very important with this verb.

Yes.

Russian can also say:

• Мы стали париться.

This also means something like We started worrying / We got into worrying.

Very roughly:

• начали = began
• стали = started / came to

In many everyday contexts, both work, but начали is the more straightforward equivalent of began to....

Yes: the best English translation depends heavily on context.

If париться is literal:

• We started steaming ourselves
• We went into the steam room

If it is colloquial:

• We started worrying
• We started stressing out
• We started fussing about it

So even if you already know the intended meaning here, it is useful to remember that париться is a context-sensitive verb and often fairly informal in the worry sense.