Start in the town itself. The medieval bridge at Cangas de Onís — built on Roman foundations, arching over the Sella river with a cross hanging from its centre — is the visual anchor of the town and one of the more quietly impressive pieces of infrastructure on this entire route. Not a tourist attraction in the managed sense. Just a bridge that has been crossing this river for a very long time and continues to do so.
Walk across it. Look downstream at the river cutting through the valley. The Sella is a serious river — cold, fast, green — and the valley it runs through narrows quickly toward the park boundary. This view, from the bridge looking east, is your first proper introduction to the Picos geography.
The town around the bridge is worth an hour on foot. The old quarter is small and the market square has the kind of daily rhythm — a covered market, a few bars with tables outside, locals who are not especially interested in the fact that you are there — that makes a good base feel like a real place rather than a staging post.