I lived in Cheyenne, WY and Omaha, NE as a kid. I was NEVER cold like I was from Jan-Mar in Great Lakes. "Lake effect" is straight to the bone!
I "fell" in Lake Michigan in February. I was in Machinist Mate "A" school in Great Lakes. I was supposed to be in uniform to go on liberty...so the con artists outside the gate would know who to target...but I had skirted the system and wore civilian clothes out of my barracks and through the front gate...I could have been a CIA operative I tell ya.
Anyway, as could be expected of an NBC hole snipe (Navy lingo, for New Boot Camp, engineering student), I was considered the lowest of the low (we work below the water line). To recap, we have a young kid off base in civilian clothes...did I mention that he may have helped a couple of other guys knock down a 1/5th of Jack (liquor used to come in 1/5th's of a gallon, Google it if you don't remember it...guessing that Jack is still recognized as Jack Daniel's). So in my allegedly inebriated state, not wearing a uniform, and needing to get back to the barracks on a "secure" Naval installation, the group of masterminds and I decided to jump the fence at the back of the park that bordered the Navy base and walk back along the shores of Lake Michigan. There is a reason we were all engineering students and not SEAL candidates...
We neglected to look over the fence...it was a virtual cliff face down to the lake...just enough angle for me to hit something solid/frozen every 5 feet or so as my drunken (allegedly) ass fell down a 35-40 foot bank, crashing through an inch or two of ice into the water of Lake Michigan at the bottom. You would have thought I really was a SEAL candidate as I hustled my ass along the shore line and back to my barracks. That was as cold as I've ever been...that I remember.