In some traditions, steaming is practiced socially and collectively with others. In other traditions, steaming is done as a ceremony. Since this is your steam session, you get to decide what you want your experience to be.
In general, you want to do whatever necessary to sit for the duration of your steam session. For some, this might mean that you watch a show, talk on the phone or breastfeed. For others, it might involve reading a book, listening to music or journaling.