Ötillö Swimrun is a grueling race series alternating long passages of open-water swimming with rugged runs of up to 40 miles. But unlike a triathlon, there’s no biking. That’s great news for W.

Such is my love of physical activity that it’s rare that I feel like a total novice. But that’s exactly how I feel when I sign up to my first Swimrun, with a mere four weeks to train. “Surely it’s ...