Lava fields surround the Blue Lagoon, making for an otherworldly landscape. Moss covers the rocks, and sometimes snow covers the moss. Within the spa, there are separate men's and women's changing rooms; if you've forgotten your swimsuit, you can rent one.
Icelandic fun fact #2: Historically, Iceland is notoriously expensive. After its major banks collapsed in 2008, though, its weakened currency makes Iceland more financially accessible. (Expect to pay $50 a day for a small rental car, and a little more for an apartment rental in Reykjavik.)