I just use hot or cold tap water. You could use some ice for the cold side if you like. Just remember not to go from hot to cold (or vice-versa) to fast as this could cause it to break.
The best place to test it is the inside of your elbow/arm/wrist. The big concern is hot as you do not want to burn those sensitive bits, ya know? For cold, as long as you are using lube, there should be no problem with it sticking to your wet bit's if it is freezing cold. Honestly, that cold is to much for me. I like just using a glass of cold tap water with a few ice cubes.