Thermoreceptors are the nerve fibers in your skin that let you know if, say, a body part is on fire, or if that stovetop you're touching is still warm. Without them, life-threatening burns would be a major risk.

There are also thermoreceptors that sense cold, and while it's good that we can tell it's bad to hang out for long in icy water, it's safe to say that short bursts of heat pose a greater risk.