Take a look at this graphic:
Notice that the skin on your upper torso has the highest number of temperature receptors, followed closely by your head which has the highest concentration of them.
In humans, our core body temperature is controlled by the hypothalamus, a structure in the brain that monitors the temperature of the blood as it passes through the brain. The hypothalamus also monitors the external temperature through input it receives from temperature receptors in the skin.
The key is, your brain adjusts your core body temperature based predominantly upon feedback it receives from the temperature receptors in your torso and head.
In more practical terms, if you expose your head and trunk to colder water – even for a brief period – prior to your swim, your hypothalamus will send impulses to several parts of your body that will better prepare you for tolerating the water temperature. It will instruct your glands to secrete adrenaline and thyroxine which will increase the metabolic rate in your liver and other tissues, and it will stimulate rapid skeletal muscle contractions (i.e. shivering).
Bottom line – you will turn on the “heat generation switch” in your body that will make it much, much easier to get into the water.