I think cold showers are great all year round, but in specific conditions like the winter time, when it’s really cold outside, taking cold showers train your body to withstand the cold conditions outside better. When you get out of the cold shower, your blood vessels constrict and dilate, which ultimately warms you up as your blood circulates.
It’s also a good mental challenge, a simple way to prepare your mind and your body for the conditions. You won’t be as shocked when you go out there into the freezing cold temperatures.