Describe the sensation of taking a cold shower and explain the rationale for why someone might take one.
When you take a shower with very cold water, you throw your body into a temporary state of shock. You feel your skin raise. Your toes may curl a bit. Your eyes may widen. If it is early morning and you're still waking up, you may find that you suddenly feel very alert. 

By leaving a room with a warm and comfortable temperature and entering a space with water produced at a chilly and uncomfortable temperature you actually trick your body. The sudden shift produces alertness that can be beneficial for people who are trying to wake up without caffeine and other stimulants or are otherwise trying to train their bodies to tolerate harsh conditions.