Shivers are reflexes (say: ree-fleks-iz), which are things your body does automatically to keep you safe and healthy. Reflexes are controlled by your nervous system, which is made up of your brain, your spinal cord, and lots and lots of little nerves that stretch out all over your body. Nerves are like little strings or wires that carry information.
What kind of information? Well, your nerves sense that the cool water of the lake has lowered your body temperature. Your body needs to stay at a toasty 98.6 degrees Fahrenheit (37 degrees Celsius) for you to be safe and comfortable. The nerves send signals saying, "I'm cold! Warm me up!"
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