If you touch ice for too long you'll get frostbite and that's a really hard thing to endure. A lot of people can't, and die. Then again, you managed to endure touching ice long enough to get frostbite in the first place, so maybe this is baby stuff for you.
The best people in the world at being able to endure the pain are the shinobi (しの) ninjas! They train by hanging out in frozen areas all the time and don't complain at all. Maybe if the pain gets to be too much you can go ask them for advice.