Reykjadalur is beautiful hike to a natural hot river a short drive outside the city. As you drive down from Reykjavik, you can see the steam rising from the water and even if getting in isn't your deal, it's worth a stop for hike alone. It's a little under four miles round trip, and it's uphill most of the way, but the payoff at the end is worth it!

Logistically — make sure to bring water, wear good shoes, and dress in layers. It can get pretty muddy if it's recently rained or snowed, and it's not a bad idea to wear microspikes in the winter. At the top, there are stalls to change in, but they're open on two sides, so it can be a good idea to wear your bathing suit underneath your hiking clothes if you're worried about prviacy.