"I've been dealing with so much stress for so long that my nervous system completely was just not working at all," he says. "So I started reading about some of the stuff he was telling me about with the cold therapy and shit." He's now on day six of a three-day immersion program, which is supposed to make him feel better physically but also help his mental health. If you're suffering from anxiety or depression, try this out before trying any other things: Cold plunge every single morning first thing in the morning.