I had the cold cap (blue smurf cap) for the first 4 sessions & my hair only thinned, but didn't all fall out. Silly me thought that I wouldn't need it for the 5th & 6th & found that my hair started to fall out in ernest. So take it from me, it does work! So if you do have the option, take it. You only have to wear it while the chemo drug goes in, not for the whole time. Initially it's cold & unconformable, but you soon forget it's there.
I'm done with the chemo so I really feel for you ladies just starting out. It's rough, but necessary.
Good luck. Wendy x0x0