A dry suit would be the most comfortable but not many will invest in something that cost more than the boat. A 3 mill wet suit is better than nothing and might be Ok so long as you don't have to swim far. A 5 mill would be better. Anything > than 5 mill wet or wet/dry suit would be best but might be uncomfortable, (hot) to wear if you are exercising/paddling much. I used to use a 5 mill sailing Hobie cats in the winter. You do NOT want to swim in 30-40ish degree water w/o protection. The shock of being immersed in very cold water will lock your muscles up and you could drown in short order. The following are very optimistic immersion times in IMHO:
At a water temperature of 32.5 degrees, death may occur in under 15 - 45 minutes.
At a water temperature of 32.5 to 40 degrees, death may occur in 30 - 90 minutes.
At a water temperature of 40 to 50 degrees, death may occur in 1 - 3 hours.
At a water temperature of 50 - 60 degrees, death may occur in 1 - 6 hours.
At a water temperature of 60 - 70 degrees, death may occur in 2 - 4