One of your first stops should be Kalambaka Tourist Information Center. Here, you'll be able to orient yourself and get some great ideas before you set out exploring.
You'll have no end of sightseeing choices when staying in Kalabaka. Kalambaka Tourist Information Center is a good place to begin here, but there are lots of other fine places to consider. Theopetra Cave, Monastery of Agia Triada, and Moni Agiou Stefanou are close to the tourist information center and will top off your day nicely.