I'm not talking about cannonballs like what you shoot out of a cannon. That's obvious, a huge object is hitting you at a large velocity therefore there's a huge force transferred to your body.
I'm talking about the cannonballs you do when you jump into the pool with your friends on a warm summer day. (Which we're all looking forward to after this winter).
When you jump into a pool, the water has some amount of surface tension to oppose objects from entering it. When you dive in with your hands out, you break that surface tension before the rest of your body enters, and so only your fingertips feel a force. When you do a cannonball, half of your body feels the force, leaving that stinging feeling.
This is also the reason why when people fall or jump off bridges, they often say the impact kills them (not drowning) because the surface tension applies such a huge force.