Kurhessen Therme is Kassel's big thermal-bath escape, close to Bad Wilhelmshohe and the parkland that leads up toward Bergpark Wilhelmshohe. The complex has warm mineral pools, saunas, steam rooms, and relaxation areas, making it a useful change of pace after a day of museums, hills, and long walks.
This is not a historic sight in the way the Hercules monument is, but it is a very German kind of travel experience: unhurried, health-minded, and better when you give it a few hours rather than squeezing it between stops. Check the sauna rules and textile areas before going, since German spa etiquette may surprise first-time visitors.