I agree the lagoons are nice experience, but probably a bit overrated and expensive. Basically just sitting in a large heated pool.
Blue Lagoon, yes I agree, overrated and expensive. Sky Lagoon was much more reasonable and the 7-step ritual add-on was worth it. You start with a cold pool plunge, go to a hot/dry sauna (shown in the picture above), go outside to a cold mist, a body scrub and then a hot/high humidity sauna to finish. Plus you can get a few cold beers while you're hanging out in the lagoon.