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.
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