IT'S TIME TO SWIM, and so I kick my legs over the side of the tandem surf ski—a sit-on-top fiberglass racing kayak—and drop into the 55-degree currents and rolling breakers off South Africa's Cape of Good Hope. Salt stings my eyes, and the water snaps from black to blue, with blurry ropes of kelp dissolving into the shadows and the skis' rudders hanging above. Then I resurface.

"You must not dither," shouts Lewis Gordon Pugh, the world's greatest cold-water distance swimmer, as he treads water near his ski. "Swim like you're running through a minefield."

Right, the sharks. We're bobbing off Cape Point, with False Bay stretching eastward. The exercise is the second of three frigid dips I've joined Pugh for—a kind of initiation into his training regimen before a big swim. The first was a lap across chilly Silvermine reservoir, atop Cape Town's Table Mountain; this one is largely ceremonial, just 20 ocean yards, but it happens to take place at one of the most famous gathering spots for great whites. If you've seen a photo of an airborne Jaws tearing through a seal, it was likely taken in False Bay.

Dawid Mocke, the better half of my tandem, mans the craft while Pugh coaches. If you're going to swim off the stormy Cape, there's no better team to watch your back. Mocke is the current world champion of surf-ski racing, while Pugh, a Brit who's lived in South Africa on and off his whole life, is "the Ice Bear."

Over the past decade, Pugh—a six-foot-one 40-year-old with sandy-gray hair—has completed swims of a kilometer or more in the world's frostiest places, all in an effort to call attention to climate change: across Whaler's Bay, at Antarctica's Deception Island; down the 127-mile length of Norway's Sognefjord; around the northern tip of Norway's Arctic Spitsbergen island; and, in 2007, across a kilometer of open water at the geographic North Pole. That swim froze the tissue in his hands and left his fingers without feeling for four months. It also produced a previously unknown condition involving a urine icicle. "You don't know pain until you've had a stalactite in your cock," Pugh told me, wincing.

In April, when I visit, he is in the final stages of training for a May swim across one of several mile-long lakes at the foot of Everest's Khumbu Glacier. Though the water won't be as cold as at the polar oceans, it won't be as buoyant, either. The altitude, more than 16,000 feet above sea level, could force him to use the slower breaststroke, not his usual crawl, in order to breathe. Minimizing time in the water is critical for Pugh, since his feats always adhere to the rules of the English Channel Swimming Association: a Speedo, cap, goggles, and nothing else.

I follow his rules, too, but my strokes evoke a crippled seal rather than a trained swimmer, which may be the reason Pugh's voice has a hint of real concern as we stroke back to the skis. In Pugh's and Mocke's circles, everyone knows someone who's been attacked. There's Shark Boy, the distance swimmer who's missing a leg, and Mocke's friend Lyla Maasdorp, who borrowed his ski and had the back half of it bitten off. To add to my anxiety, 20 minutes ago Mocke and I felt a firm thump against the hull that might have been imaginary—until a second jolt came just as we were exchanging was-that-you's. But today the sharks are picky. We make the skis and finish our four-mile tour of the Cape.