Which is better: Jumping into a cold pool, lake or ocean… or gently wading in and getting acclimated to the temperature? Wading is the way to go. Family practitioner Dr. Shilpi Agarwal says diving into cold water shocks your body, which gets translated as stress. And with stress, blood leaves our skin, and heads to our vital organs, to protect them. So you’ll actually feel COLDER! But when you gradually wade in, your body doesn’t have the same stress response, so you acclimate faster and don’t feel as cold.