For real. Everytime I get in the shower I end up having to point the showerhead away and cower from the cold water and I could have just turned it on first?
Cold water going by in close proximity will probably result in some splashing on you, plus the movement of cold air in close proximity is going to suck away some heat too.
It is kind of refreshing in the summer, but very different if it is chilly in the bathroom. Plus you can keep your PJs/robe/a towel on you to keep warm outside the shower while the water is warming up.
I've never waited for more than five seconds for the water to reach acceptable, and 10 seconds for the set temperature (40° max in my case). Always had and used a tankless water heater.