If you intend to take a cold shower, be certain that your bathroom is heated. Before getting into the shower, it can be a good idea to rub some oil into your skin. Although this will not seem terribly pleasant at first, try to stand underneath the running water until your body's temperature has adjusted and you no longer feel cold. Although it may seem incredible, there will come a point when the cold water pouring down on you will actually seem quite pleasant, thanks to the rise in your body's temperature.
Taking cold showers will not only make you more alert and energetic, but they will increase your circulation, reduce your blood pressure and can help cleanse your muscles of toxins. For your first cold shower, it can be a good idea to start with luke warm water, in order get your body used to this routine.