Grab tickets to watch a game at Estadio Nuevo Lasesarre. If there's nothing scheduled while you're there, you might like to check if there's a guided tour of the grounds.
This Barakaldo sporting facility is an interesting place to kick off your day of sightseeing. There's plenty to experience nearby, such as Guggenheim Museum Bilbao, Plaza Moyua, and Bilbao Fine Arts Museum. Take your time at Estadio Nuevo Lasesarre before making tracks to these other fine sights.