  The report of a significant deviation of the CMB temperature anisotropies
distribution from Gaussianity (soon after the public release of the WMAP data
in 2003) has become one of the most solid WMAP anomalies. This detection
grounds on an excess of the kurtosis of the Spherical Mexican Hat Wavelet
coefficients at scales of around 10 degrees. At these scales, a prominent
feature --located in the southern Galactic hemisphere-- was highlighted from
the rest of the SMHW coefficients: the Cold Spot. This article presents a
comprehensive overview related to the study of the Cold Spot, paying attention
to the non-Gaussianity detection methods, the morphological characteristics of
the Cold Spot, and the possible sources studied in the literature to explain
its nature. Special emphasis is made on the Cold Spot compatibility with a
cosmic texture, commenting on future tests that would help to give support or
discard this hypothesis.
