Cold water immersion directly triggers the sympathetic nervous system by causing a burst of epinephrine (aka adrenaline) to be released from the adrenal glands. Epinephrine increases the heart rate, pushing blood to the muscles; widens airways allowing more oxygen to be sent to the brain, and mobilizes blood sugars as an energy supply. 

This stress cycle happens to us every day, at the dmv, traffic jams, subway, work, home, etc. By putting ourselves through the stress of cold water immersion we learn to use our breath to calm down and invoke the para-sympathetic nervous system that directly impacts our ability to effect the nervous system in our day to day lives.