The trick to showering in cold water is to stand in front of the water stream on low, wash your hands, then rub the water up your arms, keep cupping and rubbing up your shoulders, neck, legs, hair, face, chest, and back. Your hand are pretty tolerant of cold water, and they warm it slightly. As you work around, you’re slowly desensitising your skin to the cold. All the capillaries begin to contract but not all at once sending a shock through your body. After a couple minutes of the rub down you’ll be able to step into the cold stream, still rubbing all over vigorously, without getting a shock. Thereafter, the cold stream doesn’t feel so bad.

The same works for swimming in very cold water. Go in about knee deep, rub the water all over yourself, and eventually you’ll be able to fully immerse and swim without the sudden shock