Your body already has the reaction to cold temperatures of reducing circulation to your limbs. If you ever have to take a cold shower, and aren't the sort for

Your body already has the reaction to cold temperatures of reducing circulation to your limbs. If you ever have to take a cold shower, and aren't the sort for them normally, hold your arm in for a good long while before jumping in. It's still going to be cold, but it's much less shocking than jumping in, between giving your brain time to get used to the idea and giving your body time to cut circulation to your skin and extremities.