It's not clear what your question is. You seem to be telling us something that you think is a fact. What are you thanking us in advance for, exactly? Are you asking us whether "He is too cold to go swimming" is right or not? In fact, it could be right. "He is too cold to go swimming" would make sense about if you're talking about a particular person. If a boy has just walked to the pool in winter weather wearing inadequate clothing and is shivering, you could say that HE is too cold to go swimming. He'd catch a chill if he went swimming in his current state. "It is too cold to go swimming" is talking in general about the temperature - it means that the weather today is too cold for people to go swimming.

Both sentences are correct grammatically. They convey different meanings. "He is too cold to go swimming." = The man feels cold. The air (or water) temperature is unknown. "It is too cold to go swimming." = The speaker believes the air (or water) temperature is cold. How the man feels is unknown. The first example is a statement about the internal state of a person. The second example is a statement about the current environment.