Most winter tourists to Sweden choose to wrap up warm and take a sled or snowmobile ride – or watch the northern lights somewhere remote but close to a roaring fire. Or spend a night in the Ice Hotel. Not me. As I’m a regular winter swimmer in the UK, the obvious, if daunting, choice was to get into my swimming costume and plunge into icy water, courtesy of the International Winter Swimming Association’s World Cup, which holds one of its five stages in Skellefteå, a small town in north Sweden.

Ice-swimming may be a niche sport but it is growing in popularity in the northern hemisphere: in the UK the Big Chill Swim in Windermere, the only World Cup stage held in the UK, took place on 6-7 February and attracted 1,000 competitors, despite only being in its the third year. The 2016 World Cup event in Skellefteå was a more modest affair, but still attracted more than 300 competitors from 17 countries.

Sally braves the ice pool for a heat race, wearing her shark hat. Photograph: Sture Marklund/PR

My flight landed in Luleå, a university town and port that’s a little more urban and glamorous than Skellefteå, which is 130km south of it. Facebook selected Luleå as the site for a large new hub because of the technology know-how of local graduates and because it wouldn’t have to spend so much money on air conditioning for its servers. The town has snow for six months of the year.

Luleå’s Clarion Sense Hotel was my base for the night and before venturing out for some evening reconnaissance I checked out its Skybar restaurant – for some surprisingly tender reindeer, and sea buckthorn sorbet. Warm and full, I went out into the night snow to a local park, in the middle of which was an underground ice cave concert hall. I sat there, bundled up against the cold, on benches carved from ice, with glistening icy walls and snow flurries falling through ventilation holes, while a folk band played glowing instruments – carved out of ice. This was the brainchild of Canadian engineer and ice artist Tim Linhart, who spends eight weeks of the year (with his team) carving the auditorium out of ice, and another two months hosting concerts.

Performers and crowd at artist Tim Linhart’s ice cave concert hall. Photograph: Jack Affleck

After a nervous, somewhat sleepless night, I headed to Skellefteå where preparations were under way for the start of the competition. The “pool” at Skellefteå is cut out of the ice that covers the river Skellefte and is 25 metres long and four lanes wide. It took the organisers three days to create the hole using chainsaws, and it was also someone’s job to stand and poke the water at the edges to stop more ice from forming.

In ice-swimming, there are three races: a traditional 25m breaststroke, 50m freestyle and, for the particularly brave, 200m freestyle. The breaststroke is swum “head up” with a woolly hat on. Wearing a hat is theoretically warmer than not wearing one – but it’s more about making a statement than any practical benefit.

Luleå waterfront, at twilight. Photograph: Maria Sward/Alamy

I signed a disclaimer saying (more or less) that if I had a heart attack it was my own fault – and waited anxiously for my heat. Because I was only brave enough to enter the 25m breaststroke I bought a comedy hat in the shape of a shark, which I jammed on over my swimming cap. This gained me instant friends. I chatted to fellow swimmers from Poland, Latvia, Finland, Sweden and the US, who were waiting around for their heats. I realised, too late, that they might have thought that the shark hat was a statement of my swimming prowess; it wasn’t.

When the time came for my heat we were marched down to the ice pool. When the air temperature is -3C and you are in your swimming costume you really don’t want to be hanging around – so the organisers’ swiftness and efficiency was appreciated. We lowered ourselves via steps at the end of each lane and once all competitors’ shoulders were below the water’s surface we were given our starting orders.

Before I could think about what I was doing I was swimming 25m with crowds cheering on. The water was 0.3C and beautifully needle cold and shocking. The race was over before I knew it. I felt exhilarated and relieved. Pink as a lobster I staggered up to the sauna brought in for the event where a Finnish woman gave me a sip of her flask of sweet, and very alcoholic, recovery drink. I sat and chattered excitedly with the other women from my heat.

The ice pool cometh …

Many of the town’s residents turned out to watch the event, lining the banks of the river, cheering swimmers on with the eerie and dull thud of thickly gloved hands clapping. After all the heats were over, the evening was spent at a post-competition party, eating and drinking, swapping stories and listening to a hilarious Finnish punk band dressed solemnly as Pierrots and playing traditional folk instruments.

I spent the following day warmly clothed and behaving like a conventional tourist: admiring Skellefteå’s 17th-century clapperboard houses nestled, picture-perfect, between tall pine trees and all topped with snow.

Lunch was at Värdshuset Nordanågården in the old part of town where I grazed on several types of delicately cured sweet salmon and reindeer cold meats, followed by a rich moose stew, all for around £8. This part of Skellefteå is beautiful and, blanketed with thick white snow, very quiet. My guide Anna-Karin told me how it was also beautiful during the summer but I was captivated by the clean, white, glistening silence.

The trip was provided by Swedish Lapland tourism Swedish Lapland Tourism and Destination Skelleftea. Sally flew SAS (flysas.com) to Luleå via Stockholm (return flights from £240pp) and stayed at the Clarion Hotel Sense (doubles from £120, clarionsense.se) and the Skellefteå City Hotel (doubles from £85, skellefteastadshotell.se). The ice swim was organised by the International Winter Swimming Association (darkandcold.com; iwsa.world/worldcup)

Five more winter swimming events

Perito Moreno glacier, Argentina

For winter swimming in August head to the southern hemisphere. Argentina’s winter swimming festival takes place in Patagonia with races below the Perito Moreno Glacier.

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Jinan, China

Jinan, known as the “city of springs”, holds a winter swimming festival on Daming Lake each January, where you can expect water temperatures to be around 5C.

Big Chill, UK

The best known winter swimming event in the UK, the Big Chill is a two-day gala held on Windermere in the Lake District. This year over 1,000 people took the plunge.

• chillswim.com

Tyumen, Russia

The 10th winter swimming world championships take place on 8-12 March in Tyumen, capital of Siberia. It will be the first time the comptition has taken place in Russia and will see 1,500 athletes compete in the icy water.

• winterswimming.ru

Lake Bled, Slovenia

In February, Slovenia’s tranquil Lake Bled hosts a winter swimming competition, with races taking place in water of 3 to 4C.

• bled.si