I'm destroyed from a busy week of work and hitting the Gym hard. A guy at the gym said go find a cold swimming pool or similar and stay in 10 to 15 minutes. 

This doesn’t sound fun at all, but does it help, or will it land this old boy in the ER?  

Supposedly mixing between hot and cold water post workout/post sports games can be helpful for recovery and things like inflamation.. but I actually saw there was a study recently which should that it actually made little to no difference compared to people who don't use ice baths. So it might just be a myth more than anything.. I'd say if the placebo effect of it actually makes you feel better, then more power to you and you can go for it.

I think i will pass

Fair call. If you wanted to try it without going all in, you can do the same thing in the shower. Have it cold for 30 seconds, then warm for 30 seconds, and repeat about 5 times.