Any work out should start with a 5 to 10 minute warm up and should end with a 5 to ten minute cool down session. Whatever physical exercise you are involved in, you must remember to warm up before the exercise really starts. Do not just plunge into the water and start thrashing about, to put it figuratively.
Your body needs to reach a certain level of readiness before it can actually start responding to exercise. And this readiness is achieved by the warming up process.