“Yoga and an ice bath in the Hamptons,” the email from Danielle McCallum read. I enjoy two of those three things and kept reading.

Ms. McCallum has developed her own practice, called Five, which is a combination of yoga, breath work, meditation and cold exposure. (“The center of Five is you,” her website reads.) She trained at Sky Ting, my favorite yoga studio, and has been meditating for 15 years. She said she is one of the first women in the United States to be certified in the Wim Hof Method.

Wim Hof is a man, an extreme athlete from the Netherlands who is known as “the Iceman” for breaking records and generally doing a lot of flashy daredevil-type stunts, most of them involving exposure to cold. He has run a marathon above the Arctic wearing nothing but shorts, can hold his breath for six minutes and has taken a 112-minute ice bath.

None of this remotely speaks to me, my interests or my aspirations. I am the kind of person who is known among my friends for taking long daily naps, and my chief hobbies include drinking cocktails at sunset, reading somewhere comfortable and gossiping. I am an unaccomplished watercolorist. Which is all a way of saying that I like comfort.

“The Wim Hof Method is built on three pillars, which are breathing, cold therapy and commitment,” the program’s website reads. “Combined, these three pillars form a powerful method that is capable of changing your life.”

Adherents insist it can relieve symptoms of autoimmune diseases, arthritis and asthma, among other afflictions, and Mr. Hof has said that just by focusing the mind, we can control just about any malady, including cancer. Science does not support that claim.

Just to be perfectly clear: I do not share those beliefs. But I find myself searching for new, and healthy, ways to soothe myself from the hourly barrage of bad news that is living in 2019.

I already meditate and go to yoga, so why not build on the familiar and get a little weird? The worst that could happen is that I would have a bad morning in the Hamptons, where Ms. McCallum, 37, taught for the summer.

There were eight of us gathered for a Saturday morning class in Water Mill, evenly divided between men and women. One man had gone to a Wim Hof retreat. We began with a little breathing to get us centered.

Then Ms. McCallum took us through a yoga class that relied on the flow of asanas, including water salutations, a variation on sun salutations that involves crossing the legs. That really got the blood moving.

The yoga portion lasted about 45 minutes, and then we settled onto our backs for the signature Wim Hof breathing exercises. Ms. McCallum told us to inhale in three parts, from our stomach, then chest, then lungs, then exhale slowly but not completely.

For the first round we repeated that 30 times breathing in and out of the nose, at the end holding on to the exhalation as long as we could. Then we did another round in the nose and out the mouth and, finally, in and out of the mouth.

I think that took about half an hour, but by then I had completely lost track of time. In fact I had completely lost track of myself and was having a sort of psychedelic experience minus the drugs. (It’s no wonder that Mr. Hof likes to play “The Dark Side of the Moon” by Pink Floyd during his seminars.) I have no idea if there was music playing or even what I was thinking about.

At the end I came whooshing back to reality in one big gasp. I felt as if I were waking up while watching a play. Did anyone notice? Did I snore? Was I even asleep? Did I do anything weird?

We meditated a bit to gather ourselves, and then we headed to the bathrooms to change into swimsuits. Ms. McCallum was waiting for us on the grass outside, where there was an old-fashioned metal tub filled with cold water and many pounds of ice. Our three-minute ice baths awaited.

Her instructions were to get into the ice bath as quickly as possible and try not to hyperventilate. The first volunteer had a pained look on his face as he climbed into the bath and sat down. He complained about not feeling his feet but breathed slowly as an amused friend took video.

When it was my turn, I was nervous. Skipping the ice bath entirely or getting out early were both options, but I wanted to try it. And, besides, it was really hot out. I stepped in and sat down quickly and was met with a cold so jarring, so painful, that my whole body stung. My ankles throbbed.

“It’s bad,” I said, and Ms. McCallum assured me that the first minute was the worst.

I started to acclimate to the cold after a minute, and Ms. McCallum leaned in and told me to breathe with her. When I got out, my white skin was red, and I did slow stretches of my knees and arms and some more deep breathing to warm myself.

I felt joyous and tired, as if my body, mind and spirit had all been given a workout. I walked across the street and bought lobster breakfast tacos as a kind of celebration. I had made it to three minutes of ice bathing and even opted to stay an extra 30 seconds. I did it purely for the sake of challenging myself, and I was eager to do it again.

We Tried It

The Idea Yoga, mediation, breath work and an ice plunge in a class inspired by the Dutch extreme sportsman Wim Hof. The Five website notes that pregnant women or people with heart conditions shouldn’t try it.

Reality Between the yoga flow, meditation, trippy breath work and the ice bath, your body, mind and spirit get a full workout. It manages to be both a relaxing and challenging two hours.

The Vibe In the summer, classes are held in a studio in a converted house in Water Mill, N.Y., on Saturday mornings, so you’re dunking in ice while families are ordering pancakes across the street. The studio is next door to a kind of wellness strip mall with a SoulCycle, meaning you’re among fellow fitness freaks.

A New Class Danielle McCallum, the instructor, has been scouting a New York City location that can accommodate ice baths, and she has now found one. Her classes are held every other Sunday at the Brooklyn Athletic Club in Williamsburg. The cost is $40.