I'm get ready to install a sauna and it suggest that I use a 20amp outlet versus the normal 15amp that come standard in homes today. Do I need an electrician or can I do this myself by converting/changing out the circuit breaker?

If it is 14 Gauge wire, you can't increase breaker to 20 amps, without increasing wire size to #12. If #12 already receptacle can be changed, with power off.

Check the power requirements from the manufacturer carefully. Most saunas require 240 volts and not a standard 120. You may need to do much more than you had planned.