Warm her up as best you can.
From Create Your Own Story
You cannot simply let her die. You immediately strip off your wet clothes and toss them aside. Your family taught you how to do this. You know that you need to share body heat with her, but your size makes that awkward - you'd normally hug someone to do that, but she's much larger than you due to age, so you do the next best thing and get down and gently force her to spread her legs so that you can crawl between them to hug her around her waist at an admittedly awkward angle. Her clothes are dry thanks to being made of plants, so those can stay on, but you still end up unceremoniously pressing your face into her bosom, which you are pretty uncomfortable with for obvious reasons. Her body is cold everywhere you touch, but your body still has some heat left in it, and incredibly, you feel your heat quickly spreading to her, much faster than it should.
Within a few minutes of this awkward hugging, she opens her eyes properly, focus on the cave, and then she looks down at you. "You?" she says in a gentle, mildly surprised tone.
"Me?" you say, confused by the first word to come out of her mouth.
"I didn't think you'd be up already," she says.
"Huh?"
"I fished you out of the water after I saw you fall in from way up there. You were pretty messed up from the fall, so I had to use all of the magic I had carefully saved up for winter to save you. I kind of forgot that without magic, I get cold like anyone else does... at least my magic kept you from freezing to death long enough to get here, I guess," she says, brushing a lock of her unruly hair out of her eyes for a better look at you.
"You saved me?"
"Yeah, but now you've saved me, so we're officially even, kid," the stunningly beautiful young woman says, smiling softly.
"You warmed up fast..."
"I'm a nymph, body heat is 1000% more effective for warming me up. It's a trickle of life energy direct from the source. Too bad it isn't strong enough to replenish my magic, but oh well! At least I'm still alive. And now I'm the one warming you up, it seems."
"A nymph?!" you exclaim, the excitement getting to you immediately at meeting a real fey. The way her warm and inviting flesh is extinguishing the bitter chill in your bones is only in the back of your mind.
"Yeah, I'm the real deal. I guess you don't get many of my kind up here? I'm not surprised. This place is miserable. I don't know why I came to the mountains, I knew I'd hate it... at least it has some nice views..." she grumbles. Her soft and warm hand slowly wraps around your back, making you acutely aware of the uncomfortable position you are in again. You let go of her and bolt upright, though you immediately regret leaving her warmth and softness. "What's wrong?" she asks, oblivious.
"No need for that anymore!" you say in a feeble attempt to cover up the weird butterflies in your stomach and you quickly get dressed in your partly dried clothes, though you quickly shiver as the natural cold of the catacombs sets in on you again.
"You still aren't completely warmed up yet," the odd nymph said. "You should take those back off. It's unhealthy."
"I-I'm fine!" you say nervously. "I just want to get out of here!"
"Fair enough!" the nymph laughed. "My name is Fernweh. What's yours?"
"I'm Iolaus," you reply, trying to calm your heart and stop staring at the luscious curves of the fey.
"Iolaus? That's a cute name. Do you live around here?"
"Can we talk later?" you whine. Fernweh seems about to scold you for being against small-talk, but seemingly thinks better of it.
"Actually, we can. I don't like these caves. They aren't man-made, but they aren't naturally made, either. And I have a very bad feeling about them. Wish I had never come in here in the first place. This is what I get for following a Will o' the Wisp anywhere. It promised me it wasn't leading me astray! What was that thing doing in the mountains, anyways? This isn't a bog!" she said, getting riled up and gritting her teeth angrily. You seriously have no idea what to make of this lady, or nymph, or whatever.
The scatter-brained fey finally returns her attention to you. "I guess we'd better get going, then," she says, standing up and patting some dust off of her rump.
WIP