Step into another world at Grjótagjá, a small lava cave hiding a stunning geothermal spring. The steam rising from the crystal-clear blue water creates a truly magical atmosphere. While you can no longer bathe in the hot spring due to its unpredictable temperatures, the sight alone is worth the visit, especially for fans of "Game of Thrones," as it was a filming location for the series. The cave is just a short, two-minute walk from the car park, but be sure to wear sturdy shoes as the path and the rocks inside can be uneven and slippery.