Cappadocia, or Kapadokya (in Turkish, pronounced "kappa-do-key-ah"), was one of the first places I visited during my Fulbright year in Turkey. There are many activities one can do here; Here are some of the things my friends and I did that I would recommend, aside from the obvious hot air balloon ride.
For context, we were a group of 6 people. Many activities were organized by our hotel; yours will be able to do the same!
Tip #1: Stay in a Cave Hotel!
We stayed in Nessa Cave Hotel, which was more affordable than the other cave hotels we'd found online. We found this place on Airbnb; there are many other cave hotel options, but since we were all new grads/living on a minimal salary, we preferred to save money. Definitely stay in Göreme, it's where things are happening; you can walk around at night as well, it's very safe.
Our hotel also had a carpet gallery (photo on the left) and a gorgeous rooftop view (right)!
Tip #2: Organize your hot air balloon ride as early on in your trip as possible
The earlier you book the balloon, the better. That way, if your balloon gets cancelled, you can always rearrange it for another time. Sometimes the balloons get cancelled because of wind/weather conditions; the balloon companies have no control over this. Also, a good hot air balloon ride should cost about minimum $75 per person during peak season (if you book early, like 1 month in advance) or minimum $60 per person during slower seasons. Do not fly over Cat (pronounced "chaat") valley, fly over Goreme instead. Trust us -- I think we got scammed into flying over Cat valley for a lower price; it was exceedingly underwhelming.
Tip #3: Go Horseback riding
Ok, this one might not seem so obvious, but we ended up going horseback riding because our hot air balloon ride was cancelled due to weather! This was actually my favourite activity and something I would recommend everyone do. Our hotel booked this for us; we all rode on individual horses -- it was a 2 hour ride but was probably the highlight of the trip for me. The view was absolutely amazing and it was a little exhilarating trying to control the horses. It was about $20/25 USD per person.
Tip #4: Go on a guided tour
You should most definitely do a guided tour as a tourist. You don't have a way to get around; these day-long tours are the way to go. We went on a guided Green tour; you can also choose a Red or Blue tour if you're staying for more than a weekend. The green tour was great, we used this tour company. The tour was completely in English and our guide was very knowledgable. The Green tour covers the Goreme Panorama, Kaymakli Underground City, Selime Monastery, Ihlara Valley, and Pigeon Valley (You also stop at a jewellery shop; I bought a pair of earrings here).
Tip #5: Try Pottery Kebab
Pottery Kebab is native to this part of Turkey! We ate at Dibek Restaurant in Göreme; it came recommended by a friend. We made a reservation via Whatsapp via their website.
We also did an ATV ride but it was a bit slow for us; the company makes you basically travel in one line. So if there are problematic riders, it slows the whole group down. It might be more fun to do a private ATV tour. All this to say, I had a very memorable time in Kapadokya and I will definitely be back! We only stayed for 3-4 days and I think that's really all you need if you're a savvy traveler.