[danenania]

Very good point on the risks. I recommend immediately running, biking, or doing something else to warm your body up after getting out, especially if it's not a hot day. It only takes a couple minutes of running to warm up again, but if you stay still you can be shivering for an hour after.

I've also noticed that there are a few phases you go through. First there's the initial shock--that lasts a few minutes as you say. Then you adapt and it starts feeling good. But if you stay in for long enough, you can start feeling cold again in a deeper more full-body way that indicates your overall body temperature is decreasing. That's when you want to get out :)