Is cold plunge really healthy?

A couple months ago I was doing a cold plunge, and because I was doing a video about it, I was not paying attention to my breathing when I got in. Within seconds, I felt pressure over my right eye like I was about to get a bad headache. It went away within a few hours, but I started looking into cold plunge and stress. I have read that the practice is somewhat controversial. My takeaway has been that cold water should be used as a practice for learning to overcome your sympathetic nervous system and engage your parasympathetic response. It can work against you if you go into the water stressed and disregard your breath. What do you all think? What have you heard about this? Anyway this is my new cold plunge set up, thanks to my parents for the Christmas present!