About 70 million people are expected to take part in the Ardh Kumbh Mela festival which lasts for 42 days in Allahabad, where the Ganges meets the Jamuna river and the mythical Saraswati river.
Despite the cold, the pilgrims are driven by the belief that if they bathe here at this time, they will reach Nirvana or the afterlife more quickly.
Ram Vir Upadhaya, a retired government official, braving chilly winds and early morning fog with minimum temperature hovering around 6C, said: "Initially, I felt some cold. But one dip and the cold was gone."
A larger festival, the Kumbh Mela (the Pitcher festival) takes place every 12 years.
According to Hindu mythology, gods and demons fought a celestial war, spilling nectar at Allahabad in a pitcher known as a kumbh.
The Ganges flows through 29 cities. It is used as a sewage dump and as a burial ground by 400 million people who live in the river basin.
The first day of the festival was also the scene of a protest by the Hindu holy men, called sadhus, who lead the festival. They were protesting against the government's failure to clean up the river.
A recent official report says the 20-year-old Ganges Action Plan has still only met just over a third of its goals.
Thousands of people die every year from water-borne diseases from the Ganges - a statistic that infuriates Hindus but does not stop them from potentially risking their lives to perform this ritual.
Nearly 50,000 police officers fanned out to prevent stampedes and devotees getting lost. They are also on alert against terrorist attacks.
Rajiv Sabharwal, a senior police official, said there were intelligence reports that the religious festival could be attacked. He did not give details.
Sabharwal said: "We are ready for any eventuality. We are not taking any chances. Terrorists love congested areas and the festival could be an easy target for them."
Sand bunkers dot nearly 4,000 acres of ground where devotees are congregating. Armed security forces guard the entry gates.
The authorities have also put up nearly 50,000 green, blue and brown tents and 25,000 makeshift toilets in a sprawling area of 80-square kilometres on the banks of the Ganges.