If you've never spent much time in absolutely frigid water, you're missing out. Many of us have done ice bucket challenges or polar plunges or less formal outings - until a couple years ago I'd only gone into truly cold water as part of a group challenge - but the unfortunate thing about these is that they are all of the pain with none of the reward. It's always a shock to get into ice water, but if you get out before you adjust to the cold that initial discomfort is all you feel.
Devoted readers of the blog will remember the cold tolerance experiment Ed and I did last year. That post is a decent explanation of the practical side of intentional cold exposure, but it doesn't get into the subtler benefits. Like most people, when I jump into cold water I hyperventilate and feel my skin prickle uncomfortably. But after a few deep breaths both of these sensations pass. What follows is not particularly pleasant or unpleasant. Rather, it is an intensely different experience, as my body adjusts to its circumstance and tries to compensate for it. The more I focus on breathing and the experience of being in the water, the more comfortable I am.