Jump Into a Freezing Cold Pool
I did this 3 times recently.
I climbed up the ladder. Stuck my foot in the water. Screamed.
The first time, I stood on the second rung of the ladder and whined like a 5-year-old. "I don't want to get in"..."It's too cold".... Don't do this. It doesn't help at all.
The second and third time, I took a deep breath and just jumped in. I was shrieking as I hit the water and when I surfaced I was gasping for breath. But I started moving, and soon, my legs were comfortably numb and I had stopped shivering. After a little more complaining (Something to the effect of,"This feels like the Arctic Ocean!"), I actually started to enjoy myself. The cold water is surprisingly refreshing and invigorating. And I'm sure I burned some calories because I was constantly moving.
By the way, we need to buy a new thermometer for the pool. It said the water was 70ºF but it must be broken. It has to be broken. I know it's broken.
Picture credit: By Nattu from Male', Maldives (What you try, everyday. Uploaded by Pieter Kuiper) [CC-BY-2.0 (www.creativecommons.org/licenses/by/2.0)], via Wikimedia Commons