I have tried it a couple of times at home too.. I think it’s an interesting experience and an experiment, however I think it’s overhyped and it’s not clear what the longer term negative effects are.
I mainly like it because it feels good after. There are studies on it but for me it’s mainly about the subjective energy I get from it. I do think it’s worth being cautious about overdoing it.
Romans did it all the time. Right after sauna
(I know not sauna but thermal bath or something)