I couldn’t do it if given a choice between cold and warm water, but some do.
A few times I had to while I was in the Navy, and no ‘Potable water’ was available for then. I had to fight the urge to loudly yell out, then jump out, for the first few minutes.
A friend of mine says he often takes cold showers, because it makes the body clench the larger muscles, resulting in an overall, better toned, body.
Think of the theory behind Isometrics.
I don’t remember the theory behind it but something to do with the cold shock jump starts your system.
It has been years since I have been really sick in the winter. But that is not any kind of scientific evidence.
My last real problem was bronchitis where I thought I was going to die and nearly went to the ER. And that was before I started doing the cold rinse offs.