For the first couple of months I had constant nervousness before swimming, thinking about the cold. I usually found it hard to put my face in the water each time. I got in fairly slowly trying to get used to it, splashing water on my wrists and neck (heat regulation centres, and sides, to accommodate the increased breathing).
Before we go on, let me explain something though: I was wrong abut splashing my neck, wrist and sides. It won’t harm you but you’re better off just splashing the water on your face. The reason is something called the Vagus Nerve, which scuba divers all know about. It’s a cerebral nerve centre, that transmits the state of various sensory organs around the body, including the heart, to the brain. And sudden shocks to it are often the cause of people drowning in five inches of water because of cardiac arrhythmia or triggering the mammalian gag reflex to aspirate water. Splash water on your face, until you get used to getting in, and you are signalling to the brain, closest to the densest point of the nerve, about the coming change in temperature, while still standing safely. I still do this in winter, when temperatures are below about 9 Celsius.