As a bonus, the more time you spend in the cold, the less you feel it. Once the volunteers had adapted to the colder temperatures, they found the cold room warm and comfortable. 

Visitors, however, might not. “People who come to our house often comment on how cold it is,” says GP, TV journalist and cold enthusiast Michael Mosley. Although he says he keeps his home cold for environmental reasons rather than health, the fact that he doesn’t notice it could be because of the brown-fat boosting way he starts the day: with a cold outdoor swim.

A new study led by Susanna Søberg of the University of Copenhagen found that regular cold water swimmers’ brown fat burns more calories when cold than people who weren’t used to the cold, suggesting that training your brown fat makes it work more efficiently. How much this is relevant to weight control isn’t yet clear, partly because cold water swims tend to be relatively short, but also because one understandable reaction to extreme cold is to eat more afterwards. Other forms of exercise in the cold might be better ways to burn calories – walking, running or cycling in the cold have been shown to burn more calories than doing the same in warmer weather. 

Even so, there are many other potential health benefits of a chilly dip. Unfortunately, most of them are linked to getting very cold, very quickly. 

Unlike gradually acclimatising to a colder room, getting into cold water is always a shock to the system. The body cools much more quickly in water than it does in air, and the rapid loss of heat from the skin sets off the fight or flight response as stress hormones go through the roof. This short, sharp shock has been linked to multiple benefits, including a healthier immune system.

One study found that the initial rush of adrenaline was quickly followed by an increase in anti-inflammatory chemicals in the blood, which tamp down the immune response. Afterwards, when injected with a small portion of bacteria, to stimulate an immune response, cold-exposed people had fewer symptoms and lower fevers than people who hadn’t dunked themselves in cold water. 

In a separate study, with more than 3,000 volunteers, those who ended a warm shower with a 30 to 90-second blast of cold water every day for a month were 30 per cent less likely to take time off work for sickness than those who just took normal, warm showers. And if you’re already shivering at the thought, it turns out just 30 seconds of exposure provided the same benefits as 90 seconds.

Interestingly, the cold shower group people still got sick just as often; they just didn’t feel ill enough to take time off work. That might be because, when we feel ill, many of the symptoms are the result of our immune response rather than the effects of the virus itself. It’s possible that the cold exposure made the participants’ immune systems more efficient, so they suffered fewer symptoms. Studies are now looking at whether this feature of cold exposure can help people with conditions linked to an over-active immune system, such as rheumatoid arthritis. 

Another upside of the outpouring of stress hormones is that it leads to the well-documented sense of euphoria that follows a cold swim or shower. Mike Tipton, who studies the physiological effects of cold exposure at Portsmouth University, says this is a direct result of the stress response. “People saying that they are aroused and alert and they feel alive, well that’s really the release of the stress hormones as a result of what is a pretty significant physiological stress,” he explains.

One study, published in the British Medical Journal in 2018, reported that a woman who had experienced depression and anxiety for many years was able to stop taking medication after taking up regular wild swimming. Larger studies with more volunteers will be needed to know to tell for sure whether it’s the cold water, or something else, like camaraderie or spending time in nature, that is behind the mood boost.

Tipton is keen to also stress the dangers of the cold shock response, however. The sharp deep intake of breath, or ‘gasp reflex’ that hits you when your skin feels the cold water is impossible to control and if it happens when your mouth is in the water, there is a very real risk of drowning. This, and the hyperventilation that follows the initial gasp, is why Tipton does not recommend jumping off the nearest jetty if you are not used to it. “You’re much better off going in slowly and habituating,” he says. 

There are other dangers, too. The shock of sudden immersion raises the risk of a heart attack even in people without underlying health issues. It can also cause a rare, but total loss of memory, as Mosley found out while swimming in Cornwall in 2019. “I was swimming back to shore, with my wife, when everything went completely blank,” he says. I was walking and talking but had lost my memory. It gradually came back over the next few hours. I was told then it was extremely unlikely to happen again and I’m pleased to say it hasn’t.”

Done safely, though, there is some truth in the saying that what doesn’t kill you makes you stronger. A short, sharp shock seems to teach the body to deal more efficiently in response to other kinds of stresses, whether physical, mental or both. This could explain why so many open water swimmers find it beneficial for their mental health. 

Tipton is also working on how little skin you can get away with cooling and still get the benefits of the cold shock response. So far, he has found that immersing one half of the body is enough to make the other half also adapt to the cold. Whether you can get away with dipping just a toe in the water, however, remains to be seen. 

Caroline Williams is the author of 

Move! The New Science of Body Over Mind by Caroline Williams is available from Telegraph Books for £16.99. To order your copy visit books.telegraph.co.uk or call 0844 871 1515