A blonde Danish woman turns to me, smiles and slips off her gown. Several more robed figures take their cue and strip off, oblivious to the film crew and camera watching them. In the blink of an eye I’m surrounded by dozens of naked Scandinavians, standing casually among piles of discarded clothes while waiting eagerly for the action to happen. There’s nothing for it but to take a deep breath, drop my towel and join them.

You’d be forgiven for thinking this fleshy scene was the start of some orgiastic Scandi skin flick but it’s far less sordid. It’s Denmark’s first and only winter swimming festival in the sleepy seaside town of Skagen (pronounced Skain) in northern Jutland. It’s here that crowds of hardy locals get naked on a bitter, windswept beach before plunging into an ice-cold Baltic Sea.

In a town better known as a summer haunt for Denmark’s rich and famous – even its royals – Skagen’s annual Vinterbader Festival takes place over a cold, dark January weekend with around 280 gutsy winter swimmers, together with local TV news crews, descending daily on Sønderstrand beach to enjoy a mass morning frolic in frigid waters.

But this all begs one question: why?

A guide to cold-water swimming in Denmark

It’s no secret that Danes are regularly touted as one of the happiest nations on the planet, but lesser known perhaps is their love of winter swimming. In fact, Denmark has 80 official winter swimming clubs with over 20,000 registered members, and such is the popularity of splashing around in cold water here that many have long waiting lists.

“Winter bathers are social people who love to meet and share in our fantastic nature,” says Mette Hust, chairman of Skagen’s Icebreakers swimming club and organiser of the event, now in its fifth year and largely attended by Danes and Norwegians. Mette, like many other cold-water Skagen swimmers, believes that while some do it for the physical challenge most are drawn to connect with nature, enjoy a sense of camaraderie and, most importantly, to feel alive.

Many believe that winter bathers have lower blood pressure, and are better equipped to deal with stress

“I try to swim in the sea every morning as it makes me feel energised and ready for the day,” says Icebreaker Rita, who admits her daily plunge is something of an addiction, but one with benefits. Fervent fans like Rita believe winter bathers have lower blood pressure, are more resistant to cold weather and are better equipped to deal with stress – not to mention the flood of endorphins that comes following a brisk winter dip, which can last for several hours.

Why is cold-water swimming good for you?

While the exact science of winter bathing is sketchy, the appeal of testing your mettle in a stark coastal setting in the depths of winter is oddly persuasive. And so I find myself at 8am on a wind-battered beach in Skagen with a motley crew of scantily clad swimmers ready to brave the biting sea.

We’ve gathered at a campsite in Grenen, a long sandbar north of Skagen andfamously where the North and Baltic seas meet in dramatic fashion – a classic snapshot here is to have a foot planted in each ocean. Surveying the crowd, it’s clear that winter bathing is far from a young man’s game, with the average age well into the fifties. But these are veteran cold-water swimmers, getting into the zone with a vigorous warm-up of squats and lunges.

Suitably fired up, I join the bathers making their way to the water, where one by one they shrug off their dressing gowns and cold-foot it into the water.

On the advice of Rita I keep my hat firmly on as the naked body loses around 50% of its heat through the head, and cold water can be a killer if submerged for too long. I also decide to keep my modesty in tact with a pair of swimming togs, which is just as well as I’m mobbed by a Danish camera crew the second I get out of the water. The presence of a sole Englishman has piqued their interest but exposing myself on national TV is a tad more than I bargained for.

Before I take the plunge I watch how the pros do it. The quick dippers splash both feet in the water and run out. The cautious waders walk in up to their knees, wait a few seconds then glide out to their middle. The casual paddlers float on out as if the sea was a hot tub. Then there’s the frantic splasher, sprinting in and flailing around to keep warm. I opt for the latter technique, aiming to get in and out as quick as possible.

The second my foot touches the sea I feel the urge to jump on to dry land, but I grit my teeth and plod on in while desperately waving my arms around. It’s an ugly, slightly manic approach but does a surprisingly good job in acclimatising to 3ºC water before it actually becomes bearable.

My foot touches the sea and I feel the urge to jump on to dry land, but I grit my teeth and plod on in

I’m in for what feels like several minutes but is really no more than 15 seconds before my body turns scarily numb. I call it a day and head back to the ‘warmth’ of dry land – only 2ºC more – and wait for the much talked-about post-plunge high. After the shock, screams and numbness, it’s clearly invigorating feeling your blood circulation switch back on, and knowing your body is being perked up with a hit of endorphins.

What to expect from winter swimming in Denmark

I see why so many Danes are hooked on winter bathing. There’s the buzz itself, but also the act of immersing yourself in nature and feeling part of it. After braving the Baltic I stand on its shores with a sense of calm, which lasts for the rest of the day, and almost feel tempted to pop back in for another dip. But the prospect of soup and schnapps in a warm tent is calling me to camp, where now-dressed bathers are raising a toast to their communion with the cold.

Would I do it again? Without a doubt – but there’s far more to Skagen than winter bathing. Come summer this finger of land jutting out from Denmark’s northern tip springs back into life with droves of tourists, drawn by sun-soaked beaches and quaint old neighbourhoods filled with yellow houses and white-picket fences. But it’s not all cutesy seaside charm. Skagen has a rich bohemian history with scores of artists living and working here since the 19th century, charmed by its ever-changing light, cinematic skies and rugged landscape.

It’s also somewhere celebrated for its dreamy summer sunsets, so much so that crowds gather on the beach with bottles of wine and applaud the evening show. Whatever time of year, it seems, you can’t help but stop and raise a glass to Skagen, where you can have fun with or without your clothes on.

For more information visit skagen-tourist.dk