There are plenty of reasons: Get out of your comfort zone, build character, discover your limits. There are plenty of justifications: Simply crazy, settling a bet, religious penitence/purification.
All those might apply, however for me it was a CELEBRATION. A celebration of how well I’m doing nowadays. I was born in a big city, I grew up surrounded by the grayness of concrete. The river in my city was so polluted that already its smell would keep you away. Going into nature implied a family trip, implied planning, implied getting everyone to agree and then traveling far away until we could reach a clean river, a waterfall a lake. Only then could I jump into those waters, and I did no matter how cold they were.
Today, I live in a different city. Today, I can wake up, look at the sunny day and choose to go out. Today, I find a river after a short bike ride and do the same, jump in. Today, I am living the LUXURIES OF MY CHILDHOOD.
Your mindset is certainly everything. To me, this was a milestone, a celebration, a luxury. Thus, the was no moment of hesitation, no instant where my body shivers at the cold nor a smile drops of my face.
As scientist I studied the physics of the very small quantum world. As a computer hacker I distill code. Software is eating the world, and less code means less errors, less problems. Millions of lines of legacy code demand attention and have to be understood and simplified for future reliable operation.