Answer:
The energy they are referring to is heat
Step-by-step explanation:
When you swim in cold water the heat of your body is transferred to the water because i guess it s because it wants to reach and equilibrium within the systems.Nature in general doesn't like gradients.And also in water we loose more heat compared to air of the same temperature i guess this happens because water compared to air is a liquid it has (greater density, it s directly in contact with our body)