Start at home
The first stage is preparation — and don't underestimate it. Take a moment to realize why you're about to step into that cold shower and what kind of benefits it will bring you. Look forward to it — maybe even smile to yourself before you start. These small mental tricks can make a big difference at the beginning and help you not only get through it but eventually start enjoying it.
Now, let's move on to the actual cold shower. As for where to start cooling your body, there are probably a thousand different opinions. Some people recommend starting with your feet and slowly working your way up while avoiding your head; others do it exactly the opposite way. I once heard a great trick from an experienced cold enthusiast — if you start by putting your face under the cold water first, your body gets such a shock that you have about half a second to step fully under the shower before your mind realizes what's happening. I have to say, it worked surprisingly well for me, so that's how I began when I first started cold exposure. In short: find the method that feels right for you — the important thing is simply to get your whole body under that cold water!
When it comes to time, start small. Even 20 seconds under the cold shower is enough at first. Do it every day, and after a week, increase your time by another 15 seconds. What helps a lot is trying to relax as much as possible. I know, that sounds impossible at the beginning — your breathing will feel tight and shaky. But if you manage to calm down and take one nice deep exhale and inhale, and then one more, you've already won. You can do it — trust me.
After your cold shower, dry off and warm up with a few quick exercises — some squats, push-ups, or jumps. You know the drill.
Keep this up for about a month, until you're able to stay under the cold water for roughly one minute. Once you reach that point, you're ready to move on to the next level — cold plunges in nature.