Showering at the farm

My shower has the odd habit of tormenting me every time I decide to adjust the temperature. You see, when I try to make it hotter, the shower first gets colder for a few seconds before getting hotter, and when I try to make it colder, it decides to get hotter before cooling down. I admit I don't understand the minutae of how showers work, but I would assume adjusting the knob for hotter water would simply open wider the valve attached to the hot water pipes. Where is this cold water coming from? I've become convinced that my shower is really just plain lazy -- it doesn't like having to adjust the temperature. It relents after 15 seconds, but first splashes me with some water of an even more uncomfortable temperature. It's like a child, who, when told to be quiet, shouts "FINE!" and is then silent. What a spoiled brat my shower is.