A while ago (maybe 4 years) I read a book about a psychiatrist/therapist who went to alternate worlds and learned to do magic in them. He was able to survive a few battles because he took fencing lessons and he walked around with one of those thin fencing swords. The first world he went to was a viking one where he was "forced" into a steam bath during the winter-time. Please let me know if any of this sounds familiar.