The comic was forced to put on a wetsuit after his skin turned blue – a sign of hypothermia.
CLICK ON PHOTOS FOR FULL GALLERY
David admitted he was "daunted" by the way the charity challenge had started out.
"The first section of the swim has really shocked me.
"The water is two degrees colder than when I swam the Channel, just 15 degrees.
"It's made a massive difference to how I’ve been able to cope.
"Even though I don’t like swimming in wetsuits because they’re restrictive, I just had to wear one.
"Even if it only makes me think about the cold every ten seconds rather than every five seconds."
Earlier he'd been seen off in Lechlade, Gloucestershire by the two special 'ladyees' in his life – cover girl wife Lara Stone and his mum Kathleen – and hundreds of supporters.
The sporty comedian is attempting to swim 140 miles in eight days, and has so far raised more than £91,450 for charity.
The distance is seven times the equivalent of swimming the Channel – which he did for Sports Relief in 2006.
Explaining his reasons for taking on another water challenge, David said: "I wanted to do something else.
"I'd just turned 40 and I thought I haven't got much time left because my body is falling apart.
"I thought I better get on and do something because one day it's going to be too late."
David and Lara: How Britain's funniest man won his model love