Everyone always asks me, “don't you feel cold?” when they see me in 10C wearing just a T-shirt. And my answer is “cold showers” to get the convo over quickly. But the real answer is nuanced. I choose to feel cold.
I'm also a normal human, I also love curling up in a quilt, next to a warm heater, reading a book in the soft yellow light while sipping hot chocolate. But if I give in to that temptation, I generally see that my entire winter is ruined. I'm not a masochist (maybe a little bit), but my reason for choosing to feel cold goes beyond pain for pleasure. I think it helps me feel alive. It is also an effective way to keep me awake and alert, basically out of my comfort zone.
I try to take cold showers in the mornings (about 30 minutes after waking up) at least 3-4 times a week. And I'm not crazy, I don't go in completely cold. I start at lukewarm, slowly decreasing the hot water, giving my body time to adjust, in several increments, until I reach my limit (or only cold water). This is a significantly more effective jump start to my day than coffee. Granted, coffee's effects last longer, which is why I generally have a cup of coffee also.
During the day, I prefer to wear one or two lesser layers of clothing than what would make me feel snug. Because snug leads to laziness. Laziness leads to stagnation. And stagnation leads to death. I'm not shivering cold, but I'm not snug also. I'm slightly below comfortable. This increases my walking speed and makes me choose more efficient ways to getting things done.
Finally, at the end of the day, I take a lukewarm to slightly warm shower, this helps me wind down mentally and also helps my sore muscles after basketball. Get in a thin blanket (chaddar) or a thin quilt (rajai) if it is too cold. Just enough to make me comfortable (not snug). The reason for this is that after the shower, my body is already hot, so it doesn't need much heat retention. By the time morning comes around, the thin blanket loses whatever internal heat I had and I start to feel slightly cold. Just enough to give me a push out of bed when my alarm rings. If I was snug, I would probably ignore it and go back to sleep.
Hopefully you found some of this useful. Good luck trying to implement it in your daily life!