Don't know anything about Wim Hof, but have done a quick Google.
There seem to be parallels with Kundalini Yoga, which I practice regularly. Kundalini energy can be very powerful and, if you're not used to it, quite disconcerting and even scary.
From the KY perspective, I would always recommend finding a teacher or supervisor if you're just starting out. It helps to manage the effects, both positive and negative. I'm not sure if that applies in your situation, but maybe worth thinking about.
That all said, if you get the results I get from KY, it's well worth the effort.
Sent from my SM-A520F using Tapatalk