Personally, I would avoid alcohol and a spa (unless it's just a facial or manicure etc) as heat, like from a hot tub, sauna or steam room can be bad. It's generally best avoided to allow your core temperature to go up. Some people even go so far as to say to avoid hot baths, too.
Some would argue that during the TWW, having alcohol isn't so bad because technically the embryo hasn't attached to your uterus yet therefore alcohol wouldn't get to it, however, personally I'd avoid it because you simply don't know how it can affect the developing cells while it develops in your body. It's literally the single most important time in a babies development as it's new cells, multiplying and growing, hence why they say no to so much in the first trimester. (Lady wouldn't even book me into yoga class until 12 weeks!!)
For perspective, I had a mmc after trying for a few years, blamed myself, was it x, was it y, was it because I had cough syrup before i knew or because I did xyz or used a hot water bottle etc. I eventually accepted that it was most likely a genetic and chromosomal issue but you still blame yourself. 2nd time around I'm being overly careful.
Feels crappy to have to not enjoy those things, I know, but it's a short time in the grand scheme of things.
(Currently preggo and definitely miss certain foods and a glass of wine!!! But Ive chosen to wait because I know when I can, I'll really enjoy it 😊) on the plus, my partner got hold of some 0% wine and sparkling wine so I did enjoy what felt like a tipple. The wine was more like a posh grape juice but the sparkling one was so good it was honestly no different to prosecco but major Heartburn kicked in after 2 sips so that put an end to that! You can look for one of those to have instead so you don't feel you're missing out?
On the flip side, my sil was pregnant and just gave birth, she had a few tipples throughout now and again, I'm not sure what she did in her first trimester but certainly in 2nd and 3rd she had the odd sip. Nothing much mind you.
Another friend mentioned reading a book about pregnancy speaking about alcohol consumption and decided she'd allow herself to enjoy it too based on the research presented. So everyone is different and has different opinions and choices they make. I don't judge them, it's their decision but it didn't sway my own.