This is because water has a higher thermal resistance compared to air. So a large body of water resists temperature change much greater than the surrounding air. So in the winter, water will tend to retain its heat and will take much longer to cool down even when the surrounding air is very cold. Likewise, in the summer the water will take longer to heat up in comparison to the air around it. That is why temperatures tend to more more moderated in locations near large bodies of water like the ocean.
Temperature, eNotes: http://www.enotes.com/temperature-reference/temperature
there are many factors to consider, one is the effect of such environment to our body, like the veins, blood and others, as the temperature decreases our body temperature rises to maintain homeostasis another is the displacement of cooler water by warm water due to changes in the temperature.