The Vale da Lua is a rocky valley sculpted by the current of the Rio São Miguel. For miles on end, the grey rock was worn away, polished by the pressure from the water, until it took on bizarre, almost surreal, shapes, hence its name meaning "Valley of the Moon". A 45min circuit on foot will give you the chance to observe this natural wonder. There is no need for a guide here as the site is not part of the national park.