The reason you can't put cold hands in hot water is because you risk burning your hands and cause tissue damage.
When the skin of your hands are cold or extremely cold the cold hands and skin become less sensitive to temperature changes which makes you more prone to burns.
This is because you may not feel the intense heat until severe damage is already done, especially if you have frostbite where your skin is numbed.
The rapid warming of the cold skin with hot water can actually cause severe burns because of a lack of sensation.
If your hands are also frostbitten the cold water can also worsen the damage from the frostbite.
If your hands are very cold you should gently warm the hands up with lukewarm water or use a warm washcloth to gradually restore the blood circulation.
To warm your hands, feet or ears when they are cold put cold hands, feet, or ears in warm (not hot) water for 15 to 30 minutes.
Do not use water above (108°F).
Warm towels can be used to warm the genital area but be careful not to burn the skin.