I participated in my first and last polar plunge yesterday. I say " participated", someone had to push me in.  I retreated to my fireplace and hot brandy egg nog. Several hours later I was still shivering.  
I will not ever do this again, unless..... I have a beautiful women to share my fireplace and egg nog.
I will be heading back to Mn in a few days. I hope it gets warmer there by then. Otherwise......?

in a couple of weeks and I'm already scared of how cold it's going to be! I've only lived in the midwest for a year and I am so not used to this weather!

I would have hopped into a hot shower or bath ... water has a higher thermal capacity than most other compositions on earth.  If colder than you, it'll take all your heat. If warmer, it'll warm you up quickly.

They have reappeared, but are still cold

That's why we built Sky Ways!