If it's cold that's not so good because there will be so much steam.

(Another thing, you have to undress, sit in there and get dry and dressed again in the cold.. brr which is why I decided against it when faced with the decision. But then there was nothing but our car, a toilet hut, the hot springs, sea and mountains, and the sky (north of Iceland, that one). If you have a warm house, maybe the cold is less off-putting.)