This could probably be said of all World Heritage Sites, but a little bit of research makes a huge difference for how you'll experience Thingvellir. If you do the standard stop-off along the Golden Circle, you'll see a very nice view across a scenic valley (assuming the weather is clear, which is a big gamble based on my admittedly limited experience in Iceland), a lovely waterfall, and, if you go to the gorgeous new visitor center, an excellent introduction of the geological, ecological, and cultural importance of the park. But Thingvellir (and, really, Iceland in general) is a place that deserves a deeper dive. Read up on the geology of Iceland before you go. Given that most of the world's plate boundaries are underwater, it's rare enough to be able to walk between continents (as you can do here), but to be able to stand atop the world's longest (and mostly submerged) mountain range, the Mid-Atlantic Ridge, is an even rarer opportunity (your choices are basically Iceland and the Azores). As one of the only large islands in the North Atlantic, the flora and fauna of Iceland are isolated and unique, and Thingvellir is one of the best places to see both (especially the flora, though I understand that this is one of the few places near Reykjavik where you can see Arctic foxes, which I sadly did not). Above all, if you want to make sense of Iceland, read its literature to understand why Thingvellir is the beating heart of the nation. Ireland is the only other country I've been to in which the written and spoken word bear as much weight as they do in Iceland. If you're very bold, read the Icelandic sagas before you go (or visit the Culture House in Reykjavik for the abbreviated versions and a look at some of the original manuscripts), but at the very least I can strongly recommend the work of Halldór Laxness, Iceland's only Nobel laureate, who lived just down the road from Thingvellir. All the tourist literature will tell you that Thingvellir was the site of the island's Viking Age parliament, which is true. What's remarkable is why it was chosen for that purpose, and why it has remained the site of major events in Icelandic history from the adoption of Christianity to the foundation of the modern republic: the cliffs there make a natural amplifier, meaning that speakers could be heard by a wider audience. Literature, law, and the landscape are the three major forces that shape Icleandic culture, and that Venn diagram overlaps most obviously and most spectacularly at Thingvellir. If the truth be told, though, other World Heritage Sites are more visually spectacular, and the importance and gravitas of the site are easily missed without some study. The payoff, though, is that doing your homework in advance will never pay off more lucratively than at Thingvellir.

A couple of random tips: if you can help it, don't do one of the tour bus trips from Reykjavik. Renting a car and allowing yourself a full day here is worth it. I particularly recommend the back road (roads 435 & 360 from Reykjavik) which take you through some breathtaking and almost entirely deserted scenery. If you're pressed for time, the visitor center, Lögberg, and Öxaráfoss waterfall are all doable fairly quickly and are all rewarding. I took extra time to hike to some of the ruined farmsteads on the valley floor, which I also recommend. Not only does it give you the chance to walk between Europe and North America and to see firsthand the relationship between nature and culture in Iceland, but it's a great chance to get away from the crowds (which can be a bit overwhelming at the top of the cliff) and have a corner of this unique World Heritage Site to yourself.