My bones rattle like a bag of quarters left on a spinning dryer as I roll down a steep dirt hill, the mountain bike’s back-wheel skidding across wet, loose gravel at each touch of the brake. Visibility is limited by the fact that I am, it would appear, in a cloud, a thousand feet above sea level. The slope shows no sign of leveling off; teeth clenched, eyes wide, I careen past two Holstein cows who turn lazily my way, unperturbed by my approach or their perch on what looks like the edge of the world. When the cloud moves and the sky clears—and this happens quickly—I see two lakes (one Caribbean-blue, the other emerald-green) and a tiny white-washed village at the bottom of a volcanic crater so green it practically glows. It’s hard to focus on not flying off my bike with a view like this. I drop it and look out over the lakes. Clouds gather and clear again, in cycles that last around 15 minutes each. I’m completely alone.

This is Sete Cidades, a massive dormant volcano in western São Miguel, the largest island of the Azores archipelago. A set of nine volcanic islands in the middle of the Atlantic Ocean, the Azores was first settled by the Portuguese in the 15th century, but they feel much farther from the European mainland than their 890 miles to Lisbon. I'm here to shed my city skin, the one that's comfortable squeezing into subway cars and eating dinner standing up; to get outside, try some things I’ve never done before. Maybe get a little scared.

Mountain biking around a crater is a good start. The dirt path drops, and rather than give in to that "This is how I die" feeling, I let my mind drift to the legend learned that morning from a local at a coffee shop about Sete Cidades’ twin lakes: It’s a story of a forbidden love between a princess and a shepherd, and of the eventual heartbreak and lake-forming tears—one set green, for that was the color of the princess’s eyes, and the other blue, as they flowed from the shepherd’s. Rounding a sharp corner, I begin to ease off the brake from time to time and let my speed pick up. This is the kind of place where it feels like such a myth could be real; so much on this island defies reality.

I pass a pair of hikers, the only people I see on this excursion besides my guide, Maria Inês Pavão, a marine biologist who works with the tour company Futurismo, and who is very patiently (and graciously) waiting in a jeep at certain checkpoints to make sure I haven't broken anything along the way. The two elderly trekkers smile at me, but I can see concern flash in their eyes as I momentarily lose my balance while trying to execute a very cool, very nonchalant wave. By the time I get off the dirt and onto the main road to the village of Sete Cidades, an empty two-lane affair that winds its way down toward the water, it’s raining. I pull my now-cramping, still white-knuckled fingers completely off the brakes and coast.

Sete Cidades, a volcanic crater and village of the same name, sits near the western edge of São Miguel. Photo by Sebastian Modak

São Miguel is a veritable outdoor playground. The 290-square-mile island is the most developed of the Azores, but still, especially deep into the low season of November, it feels wild. There were no fences to stop me from flying head-over-wheel into the volcanic lakes on one side of my bike path or toward the angry Atlantic on the other. Elsewhere, waterfalls run into other waterfalls. Waves crash against black-sand beaches. Feasts are cooked in cauldrons lowered into deep volcanic vents, and the surrounding ocean is home to 27 species of whales, porpoises, and dolphins, the latter of which you can swim with in conservationist-led snorkeling excursions.