The Root of the Behavior
Dogs do not mind running across the beaches with just their paws in the water. When a dog running across the beach disappears unhappily into the depths you may find your knees weak with laughter. It seems to happen pretty often and you find videos like these all over YouTube.
What you see is what you get on this one folks. Most of these dogs appear to have been lured to the depth by something in the water or they are entirely unaware of the impending depth change. The occasional distracting bird taking their eyes off the ground in front of them. A simple mistake and a dog can find himself pity paddling back to shore.
This is not to discount the dogs who enjoy the water. There are competitions where dogs will attempt to jump higher or further into a pool of water like furry track and field. These dogs are accustomed to and enjoy jumping into the water. Enjoy is a strong word. They have been trained to jump regardless of their enjoyment of the lake at the end. By the time they hit the water below, they have already done what they came there to do.
A dog can become so fixated by something on the other side they may not even consider the depth of the water as they charge across. Some will even continue to swim when the ground has sunk too far to run. A canine can be relentless in a pursuit like that.
All of these cases, however, are other cases. In most situations, your dog will likely stay away from the water. They are often afraid of getting wet and other times afraid of the fish that lie beneath. Usually, they will just run around on the shore, maybe splashing about a little bit. At best they get tricked and tackled by a wave.
Encouraging the Behavior
So… You want your dog to play in the water. You want to see them try and run across it like they think it's a glass surface. First, that is rude. If your dog knew you were scheming such trickery he would be very mad right about now. That is not to say you cannot do it. Like those dogs competing in the furry Olympics, your dog too can be trained to ignore the fear or dislike of water. However, tricking them into falling in is probably only going to work the first few times.
Try bringing them to the dock and letting them see the water below. Throw a Frisbee that they must jump out to catch. If they do and fall in, they will surely swim back to you. When they do, reward them for jumping, give them encouragement, and try again. Make it a game and soon it will be one of their favorites. The fun they have playing the game is worth the discomfort of getting wet themselves. After awhile you will find they do not care anymore at all. They will jump into the lake with no concern and for far less reasons. Eventually, they will likely jump in simply because you have jumped in and they want to hang out.
Other Solutions and Considerations
Dogs that are too afraid to jump in after the Frisbee are certainly out there. They will not partake in that easily. In this case, getting a dog trainer may be your best bet. There are not likely any underlying conditions that you need to be concerned with and so a vet is not necessary. However, a dog trainer can help them get over their fear of water in general and make them much more fun to bring to the lake. Sometimes this fear of water can be from some traumatic water incident in their past. This kind of thing might take additional work and surely a professional behavior specialist.