It would make it worse going from hot to cold as your body will know the warmth more and heat up a little so anything colder would feel ever colder.
I went from a nice heated pool to a non heated and I was freezing. Next day, hopped into non heated first and it felt warmer than the day before because I didn't try to get used to the warm waters first.
Best to go from colder to cold lol. I'm my opinion at least.
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