Disclaimer: An ice bath is plain and simple but there are a few things you should worry about before you jump in a bathtub full of water and ice.

• High sensitivity to cold
• Breathing problems
• Heart problems
• Heart Disease
• Old age

If you are uncertain about your health history, consult a doctor first.

SAFETY TIP: Have someone around for supervision.

The first thing you'll experience when you are submerging yourself in cold water is the drop in skin temperature which will trigger a symptom called cold shock response. 

A Cold shock response is when you have uncontrollable breaths of air that’s then followed by lengthy quick breathing. This continues for approximately a minute after entering the cold water. The initial shock causes a natural gasp reflex. More importantly, if your head goes underwater during this rapid breathing, you can accidentally take a lungful of water. The result of breathing in water is simple, drowning.  

Chart provided by Biosynchronistics

Afterward, once your body temperature drops, the symptoms of hypothermia begin. Being aware of the symptoms is the first step in diagnosing and detecting hypothermia. Signs and symptoms include: (symptoms from The Mayo Clinic Staff)

Mild hypothermia

Signs and symptoms of mild hypothermia include:

• Shivering
• Dizziness
• Hunger
• Nausea
• Faster breathing
• Trouble speaking
• Slight confusion
• Lack of coordination
• Fatigue
• Increased heart rate

Moderate to severe hypothermia

As your body temperature drops, signs and symptoms of moderate to severe hypothermia include:

• Shivering, although as hypothermia worsens, shivering stops
• Clumsiness or lack of coordination
• Slurred speech or mumbling
• Confusion and poor decision-making, such as trying to remove warm clothes
• Drowsiness or very low energy
• Lack of concern about one's condition
• Progressive loss of consciousness
• Weak pulse
• Slow, shallow breathing

Someone with hypothermia usually isn't aware of his/her condition because the symptoms often begin gradually. Also, the confused thinking associated with hypothermia prevents self-awareness. The confused thinking can also lead to risk-taking behavior. 

One way to not get the initial cold shock is by slowly getting used to the cold temperature. You can do this by gradually immersing your lower body into the water and then work your way up towards your torso.

Once you are ready to come out, give yourself some time to regain sensation in your body before instantly going into a hot environment or hot shower.

If you have never done this before, it is obvious that it will suck and will be very unpleasant. Just remember that that unpleasantness is temporary.