There is a second station (F.E.V.E not R.E.N.F.E) that has a regular service to the valleys and small mountain range to the north of León. There are probably many serious walks you could do. We got off at Vecilla and there isn't much to it...two restaurants, a shop next to the station, a bar, campsite and a small artgallery/local centre. We came across a swimming pool carved from the banks of the river and this is where one trail begins. This area is famous amongst trout fisherman, not just for the crystal clear waters but also for the feathers from a particular breed of cockrels (prepare for constant crowing!) used in flytying.
In the lower floor of the San Marcos Cloister you can find an original exhibition of tombstones, from roman times to the 19th century. Most of them are outside, so they can be visited for free enterinf from the Parador.
Some others are inside the Museo de Leon, so you will have to pay 1,2 euros to see them.
At the hostel where we stayed in Carrizo de la Ribera (Posada del Marques) there was a charming little garden in the backyard, where you could find a little brook, some old tres, grass... it was really cold when we went, but I guess in summer it must be a perfect place for a siesta!
The small town of Sahagún offers several jewels of the unique Castilian Mudéjar style. This style was developped by the Maures that remained in Spain after the Reconquista. See more pictures in the travelogue.
The ruins of the castle on top of the hill. It's quite a climb in the blazing sun, but it's worth it for the view is breathtaking!