Sky Lagoon is located just outside Reykjavik. Megan duBoisI went to Sky Lagoon in Iceland — a geothermal spa that cost me $222 for two people.The lagoon was less crowded than the more popular Blue Lagoon Spa.I loved going through the intricate seven-step ritual at the relaxing spa.I recently went to Iceland and spent three days in the capital city of Reykjavik.The country is known for its geothermal spas, so I knew I wanted to visit one on the trip.