“YOU sauna together, you swim in the lake together, then when you go to rehearsals the next day you don’t have to worry about whether your colleague is Herr Professor this or Herr Doctor that. It’s all fine. You’ve been naked together. You can talk honestly about vibrato.”

I’ve come to meet violinist Pekka Kuusisto at the festival he directs on Lake Tuusula in Finland, near where Jean Sibelius lived for many years at Ainola and where a group of Finnish-nationalist artists made their homes away from the political scrutiny of Helsinki in the early decades of the 20th century. Kuusisto’s festival — Meidän Festivaali, or in English "Our Festival" — is a small and brilliantly multiform chamber series where sauna culture is a big deal. Every night after concerts, the whole team of musicians and production staff heads down to the lake with beer and wine and, well, gets naked. “It’s the Finnish way,” explains festival manager Johanna Raman around midnight after a Brahms concert, plonking down her towel and making for the water.

There are few boundaries to Kuusisto, festival curator and artist. Recent Meidän programmes have included jugglers, Amnesty International talks on Finnish domestic violence and refugees, and a surprise guest appearance from Angela Hewitt playing Bach’s The Art of Fugue. Last year, while the rest of Finland celebrated Sibelius’s 150th birthday, Kuusisto dedicated the Meidän programme to Sibelius’s wife Aino and featured female artists and composers. This year I watched him play Brahms’s Clarinet Quintet with singer/songwriter Laura Moisio, interspersing broken songs about love and abuse between movements.

Last Thursday, the day it was announced that Finnish composer Einojuhani Rautavaara had died, Kuusisto walked on stage alone and opened a concert with a traditional polska. His sound was cracked and tender; later that night he blazed through the gypsy dances of Bartok’s Contrasts with furious attack. There aren’t many violinists who are willing and/or able to make the range of sounds that Kuusisto makes, from scraped-out grunts to ghostly whispers to full-on gooey vibrato, often within the same minute.

Kuusisto performs at this year’s Edinburgh International Festival with the Minnesota Orchestra and Finnish conductor Osmo Vanska. He plays Sibelius’s Violin Concerto, a piece he knows rather well: last year at Meidän he played it six times in one day alone, trundling around in a transit van with a pianist friend and an 1920s Bechstein upright. They visited hospitals, care homes and a knitting shop called The Flying Mitten. “Our performances became very, um, improvisational!” he recalls. “In the knitting shop, the quiet moments were full of needles click-clicking, which was really beautiful, so we left a lot of space in that performance.”

What strikes me every time I hear Kuusisto play is the amount of rawness and vulnerability he allows in his colour palette – often uncomfortable and challenging, even when the repertoire is familiar. “Improvising is super useful for that,” he acknowledges. “You accidentally bump into a very nice f***ed-up sound, then you think: ‘Aha! Bartok’s Contrasts!’ Experimental music is also handy for exploring sounds that don’t usually crop up in the Brahms concerto, then I get to use them in Brahms if it feels right, or even if it doesn’t…”

He holds up his hands. “Look: everyone’s hands are unique, which means everyone should make an individual sound. It such a waste when musicians resort to some kind of glossy default.”

With Kuusisto there seems to be no default: not in his programming, not in his playing. “In Edinburgh I’m hardly going to play the Sibelius like I played it back in the knitting shop,” he points out. “Minnesota has the best of an American symphonic sound – that capacity for surging, ecstatic gestures – and Osmo brings his relentless, no-compromise power and spiritual strength. So I can’t walk in all whispering and trembling.” But he sings the concerto’s silvery opening melody, not exactly bombastic. “What’s for sure is that I want that opening phrase to sound like speaking. Like it’s telling a story. If it sounds anything like violin technique, then it’s all wrong.”

Over lunch one day at the festival canteen, dressed in shorts and a bright yellow festival t-shirt, Kuusisto tells me about growing up in a family geared around jazz and improvising. His grandfather was an organist and composer and his mother was a music teacher.

“My dad wanted to be a sailor but his dad pushed him to study organ at the Sibelius Academy – kinda the reverse of the usual story, right? He got a Fulbright scholarship to study religious music at the Union Theological Seminary in New York, which happened to be across the street from a really good jazz club. It was the mid 1950s, so I guess not a bad time to be discovering jazz in New York.”

When Kuusisto and his brother Jaakko – also a violinist – were growing up, their father would sit at the piano with the boys on either side. “He’d start playing something like Satin Doll by Duke Ellington and make us figure out the bass lines and the solos, then he’d make us swap.” Kuusisto also recalls listening to “really nasty disco” in the house. The first record he knowingly heard was Rasputin by Boney M. “Yeah!” He sings a line. “Awesome disco violins on that track!”

An epiphany came in 1997 when he discovered folk music. He had been living in the United States for five years studying at Indiana University, Bloomington, which he says was “pretty intense. I didn’t play anything outside of classical music the whole time I was there. I suppose it did wonders for my violin technique, and in 1995 I had some success at a violin competition” – by which he means he was the first Finn to win the International Sibelius Violin Competition. “But something felt weird. I didn’t know why I was doing it. It wasn’t the same thing I used to do as a kid, playing with my family for fun. I had lost my direction a bit.” A friend took him to a folk festival in northern Finland and something clicked. “Those fiddlers looked happy. It seemed like they had an honest reason for playing.”

Now 39, he speaks remarkably openly about the lurking anxieties that come with being a performer: remarkable only because the classical music industry tends to sweep these things under the carpet.

“I’m waiting for the second wave of insecurity,” he grins. “This time it’ll be like: ‘why are all these kids playing such fantastic concerts?’ Musicians spend a huge portion of their lives focusing on delivering something that resembles expression. It tears you apart in a funny way.”

He describes still having to practice scales and arpeggios daily – how his hands “are not made” for violin playing because “the fingers are wide, not very long, the whole hand big and heavy.” He holds up a robust-looking fist. “See? Not bendy! I need to work a lot just to maintain flexibility. I should have been a cellist or electric bass player.”

He gets up to clear his lunch plate. “It may sound like I’m not a very happy person, but really I’m ecstatically happy most of the time. It’s just that I’ve seen colleagues just a couple of years older than me go through immense periods of self-doubt. They have an empty week in their calendar two years from now and conclude that their careers are coming to an end. So I try not to let myself go there.” How does he make sure he doesn’t? “I sleep enough. And the saunas.”

Pekka Kuusisto and the Minnesota Orchestra are at the Usher Hall, Edinburgh, on August 23; Kuusisto plays Tchaikovsky's Violin Concerto with the BBC Scottish Symphony Orchestra and Thomas Dausgaard at the BBC Proms on Friday.