If you're body temperature is elevated, as it usually is after cardio, and you jump into a cold shower, I think you run the risk of going hyper/hypothermic (not sure which is it). I have no proof, just hearsay from family about running around in the sun outside then jumping into a freezing cold shower to cool off. I can see how two such extremes could put you at risk. I'd just keep it moderate, a little on the warm side. You'll cool down enough on your own after cardio. I just shower to get clean. I get cool afterwards.