Become insensitive to exposure to cold water by, for example, frequently taking cold showers or ice baths. This apparently helps with weight-loss as well. I've done this with immense success, and even some real-world application (hiking to a waterfall with my parents, and being able to swim without getting cold). After you've practised this, you will literally feel like some weird heat is being generated from someplace inside you when are exposed to cold water, and not feel cold at all.

Seth Roberts found some negative results from taking cold showers, including weight gain and slower brain function.