Reykjadalur — "smoke valley" — sits half an hour east of Mosfellsbær above the village of Hveragerði, and is one of the country's easiest geothermal hikes. From the trailhead at Djúpagil it is about 45 minutes uphill through steaming fumaroles and bubbling mud pots to the bathing river itself: a stream of warm water where you can sit submerged in a section dammed by stones, with wooden boardwalks alongside for changing.
The water gets progressively hotter the further upstream you walk — find a spot that suits you and stay an hour. There are no facilities at the river itself, no toilets, no café, no kiosk, so bring water, snacks and a towel. Avoid weekends in midsummer when the trail can feel like rush hour, and check road conditions in winter when access can be tricky.