Ponta da Ferraria is a lava-rock cove on the west coast of Sao Miguel where geothermal water mixes with the Atlantic. At low tide, the sea pool can be warm enough for a natural soak; at high tide or in rough weather it becomes too cold and unsafe for swimming.
The coast here is dramatic even if you do not swim, with black basalt, surf, and views along the island's youngest volcanic shoreline. Check tide and sea conditions before going down to the water.