The visitor information centre closed a few years ago (something not yet updated on Google Maps), so I highly recommend visiting the History exhibition on the second floor of Salt's Mill as a first point of call. There is a very good hour long documentary about the town playing on loop that will give you some ideas where to visit in the town.
There are also walking tours done on an ad hoc basis. These are apparently really good, but you must email to register your interest before visiting.
