A walk out to Castel dell'Ovo

 Its name, "Castle of the Egg," refers to the local legend that says that the classic poet Virgil -- the author of the Aeneid and a reputed magician -- placed an egg under the foundations predicting that when it broke, disaster would befall the city.

http://en.wikipedia.org/wiki/Castel_dell%27Ovo

It's a beautiful place to take in the view of the bay and back towards the city.