Sky Lagoon is a fairly new spa in Reykjavik. Built next to the ocean the best time to visit is sunset and see the sun set into to ocean. Don't miss out on their amazing sauna.
I also recommend doing the 7-Step Ritual included in the Pure Entrance pass. The ritual includes:
Main pool (great sunset views)
Cold plunge tub
Finnish sauna (great sunset views)
Cool mist shower
You may also order drinks while in the main pool and/or grab something to eat at their restaurant or cafe after your visit.
Reservations are recommended but not required - just know that this is a very popular spot and even during off-peak travel season, they may be fully booked.
The changing rooms are separated by gender and do offer individual shower stalls with a door for privacy.
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