No Cold Water in Shower ever
Depends on the valve, mostly, barring a very unlikely arrangement of no cold supply (perhaps fed by a tempering valve if nobody's been scalded, but really, no cold supply is unlikely, while a poor user interface on the valve is very likely, at least in USA plumbing)

i.e. one common USA style of shower valve has essentially no "amount" of water control, and starts "cold" where it's near the off position, on up to hot furthest away from the on position. So if you think you are turning it "fully on" you are really just turning it fully hot. So, cold is "just barely turned on" for that style of valve.

But, I have experienced a surprising number of that sort of shower control that appears to be plumbed exactly backwards to the labels, so it starts full hot near the off position, and goes to full cold. I do not trust the labeling on any new one I meet. I'm not really fond of those anyway, but they are common.

There are various other options, depending what you have for a shower control valve.