Recent modelling work suggests that the monsoon is sensitive to SST and its gradients in an approximately 100 km band along the north coast of the Bay of Bengal. I call this region the Head Bay Warm Zone (HWZ). Here, I review the oceanography of the HWZ and suggest ways to improve predictions. Surprisingly, the HWZ, particularly the region of the Ganges delta shelf is poorly studied. The mixed layer depth in the HWZ is shallower than in the central Bay, often less than 10 meters, due to the lower salinity from river water input. During the monsoon the net heat flux warms the ocean so the HWZ is warmer than the central Bay on average. However, the fluctuations in this gradient are large due to variations in the river input and the MISO cycle. In particular, the salinity of the HWZ increases dramatically during the monsoon so air-sea interactions may be quite different in the early and late monsoons. The importance of these fluctuations is not well understood. Upwelling along the coast does not cool the HWZ because the upwelled water has the same temperature as the surface water due to mixing during the early monsoon. Model simulations often use climatological estimates of the mixed layer depth. These may differ significantly from the thermodynamic mixed layer which is the best measure for air-sea interaction. Similarly, mixing parameterizations for very shallow mixed layers may have systematic errors. Finally, if salinity is important to monsoon dynamics, then the persistence of salinity in the Bay of Bengal over multiple years may introduce some memory into this system.