Seville, Spain
Although the sunny Andalusia region of southern Spain has less suitable weather for swimming in January, daytime temperatures remain pleasant (1°–17°C) at this time of year. The pleasant weather makes hiking in Seville, the capital of Andalusia, very easy, with Gothic cathedrals and Moorish castles on foot. If you're staying in town on the night of January 18th, you can watch the big parade that marks the start of the Three Kings Day. Winter nights can get chilly, but snacks and flamenco dancing should warm you up.
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Lakes of Norway
Want to try ice fishing? You can learn this skill on an outing with a guide on a Norwegian lake. Locals house you in cozy huts and provide tools to show you how to drill through the ice to catch trout, bass, barracuda, anthrax and finless porpoises. In the village of Gjvik on Lake Mjsa, the largest lake in the country (two hours by train from Oslo), you can stay at the Grand Hotel, built in 1902. After a day of fishing, visit Hadeland, where the furnace has been burning since the 1800s.