thermoreceptor

 Found in the skin of your fingers or toes is a type of sensory receptor that is sensitive to temperature, called a thermoreceptor.

When you place your hand under the shower , the cell membrane of the thermoreceptors changes its electrical state (voltage). 

The amount of change is dependent on the strength of the stimulus (how hot the water is). This is called a graded potential. 

If the stimulus is strong, the voltage of the cell membrane will change enough to generate an electrical signal that will travel down the axon. You have learned about this type of signaling before, with respect to the interaction of nerves and muscles at the neuromuscular junction.

 The voltage at which such a signal is generated is called the threshold, and the resulting electrical signal is called an action potential.