One of your first stops should be Roque Bentayga Visitors Centre. Here, you'll be able to orient yourself and get some great tips before you set out exploring.
This Tejeda tourist information center is an interesting spot to start your day of sightseeing. There's loads to explore close by, like Nublo Rock, Las Nieves Peak, and Las Tirajanas Winery. Wander around at your leisure at Roque Bentayga Visitors Centre before hitting up these other fine sights.