Bath with newborn

Nbfr- do you or have you had a bath with your newborn? My lg is 3 weeks old and I'd love a nice warm bath with her doing skin to skin but I'm bit worried about her getting to cold and I'm gonna sound silly now but it confuses me how I'm gonna get my self out and baby out without one or both getting cold from staying wet.  How do you all go about having a bath with your baby if you do.