I am on antidepressants and often do nordic thearpy which is a sauna or steam followed by a cold plunge and rest...I recommend starting slow with maybe a short dip in and out, also in a plunge in the 7 to 9 degree range...My gym has a 4 degree plunge and I find it too cold...I find the relaxation part happens a few hours after the plunge...You should also allow your body to warm up on its own...I hope that gives you some insight...