Set in a striking modern building beside the Provincial Museum, the Museo del Quijote is part-library, part-immersive exhibition exploring the life of Cervantes and the four-century afterlife of his novel. Editions of Don Quixote in dozens of languages line the shelves of the Biblioteca Cervantina, including some genuine rarities.
It's a free museum and worth half an hour even if you have never read the book. The audiovisual displays — slightly dated now but still engaging — connect the windmills on the plain outside with the words on the page.