Cave of the Winds is a boardwalk attraction on Goat Island that takes you to the base of the Bridal Veil Falls via a series of wooden walkways built into the gorge wall. The name comes from a cave that existed here until 1920, when a large section of the cliff face above it collapsed and was deemed too dangerous to keep open. The boardwalks were rebuilt in its place and extended to bring visitors within metres of the falling water.
The "Hurricane Deck" level of the boardwalk is the closest approach: you stand essentially under the edge of the Bridal Veil Falls, in a near-horizontal spray of water and wind from the falling curtain. Yellow ponchos and sandals are provided (yours will be soaked). The experience is physically exhilarating in a way that the boat tour cannot quite match, because at the Hurricane Deck you are standing in the weather the falls create rather than just watching it. The boardwalk is rebuilt every winter (ice destroys it annually) and open May through October.