It's not essential to have either a cold or hot bath or shower after a work-out but if you need to go back to work or out for the day or evening then it's essential!
Over the past few years, you may have known that footballers and athletes having cold or ice baths straight after a game. The reason behind this is to prevent or reduce any inflammation from injuries that may have occurred during the game. It can also help with a faster recovery, but it's quite painful and not recommended for the average person.
A warm bath or shower is a better option for you, immediately after training as it will help you feel cleansed and more relaxed. It's a great idea to stretch the hamstrings in the bath as the muscles are more relaxed and pliable with warm water.
Leave the cold water and ice baths to professional athletes and enjoy your warm water at the end of each work-out.