This excerpt is taken from Sheikh Hafiz Mubashir Hussain Lahori's book Signs of the Day of Judgment in the Light of Authentic Ahadith.
The Dajjal's Paradise and Hell:
عن حذيفة رضى الله عنه قال : إني سمعت من رسول الله صلى الله عليه وسلم يقول : إن مع الدجال إذا خرج ماء ونارا فأما الذى يرى الناس أنها النار فماء بارد ، وأما الذى يرى الناس أنه ماء بارد فنار تحرق فمن أدرك منكم فليقع فى الذى يرى أنها نار فإنه عذب بارد
Hazrat Hudhaifa (RA) says that I heard the Messenger of Allah (PBUH) say that when the Dajjal emerges, he will have water and fire with him, which people will think is fire but it will actually be cold water, and what people will think is cold water will actually be burning fire. If any of you encounters this (trial), he should enter into his fire because it is actually sweet and cold (water).
Reference: Bukhari: Kitab al-Fitan: Bab Dhikr 'an Bani Isra'il (3450) Muslim (2934) Abu Dawood (3415) Ibn Majah (4122) Ibn Hibban (6799)
عن حذيفة رضى الله عنه قال : إن الناس كانوا يسألون رسول الله صلى الله عليه وسلم عن الخير وكنت أسأله عن الشر ... قال : يخرج الدجال بعد ذلك معه نهر ونار من وقع فى ناره وجب أجره وحط وزره ومن وقع فى نهره وجب وزره وحط أجره
It is narrated from Hazrat Hudhaifa (RA) that people used to ask the Holy Prophet (PBUH) about good, while I used to ask about evil. The Prophet (PBUH) said: Then the Dajjal will appear with a river and a fire. Whoever enters his fire will be rewarded and his sins will be forgiven, and whoever enters his river will have sins placed upon him and his reward will be wiped out.
Reference: Ahmad (9/5 - 498) Mashkil al-Athar (377/14) Hakim (479/4) Ibn Hibban (209/15) Also found in the two Sahihs
وعن حذيفة رضى الله عنه قال قال رسول الله صلى الله عليه وسلم : الدجال أعور العين اليسرى جفال الشعر معه جنة ونار فناره جنة وجنته نار
It is narrated from Hazrat Hudhaifa (RA) that the Messenger of Allah (PBUH) said: The Dajjal is one-eyed from the left eye, with thick hair. With him will be a paradise and a fire; so his fire is actually paradise, and his paradise is actually fire.
Reference: Muslim: Kitab al-Fitan Bab Dhikr al-Dajjal (2934)
