Lagoa Paulino is the city's most central lagoon and the easiest place to feel Sete Lagoas at street level. The shore is ringed by avenues, snack bars, restaurants, and everyday foot traffic, especially in the evening.
It is a simple stop rather than a spectacular one, but it explains the city better than another museum would. Walk a lap, sit by the water, and watch how much of local life still turns around the lake.