One thing you really need to try when you are in Budapest is going to the thermal spa. This one is the biggest of the city and really beautiful named Széchenyibad. It it in the biggest green park of Budapest, the city park close to a bunch of Budapest attractions. The neo-baroque palace is specifically built for this baths. It is the perfect place to chill out, to get to know locals and it is also very healthy for your skin. The baths gives deeply beneficial effects and it is a natural medical therapy. When I walk into the spa I thought its smells so bad because of the poor hygiene, but the smell is due to the sulfur from the natural heat sources. If we had known this before we stayed a little longer haha! We rent a cabin, a cute small space to dress up and where you can leave your stuff. So when you want to relax after a busy day in the city this is the place to be. They also give parties on Saturday night. But that was our first night and you need to pay 60eur entrance.