Covadonga, up in the steep mountains of the Picos de Europa, consists of two parts, the first part being the sanctuary.

We were up earlier than we expected and as we approached the Cathedral at Covadonga the sun lit up the early morning mist.
A stone lion statue guards the entrance way to the Covadonga church and shrine.
The shrine sits in a cave over a waterfall. Silencio is demanded at the shrine, but when we were there a busload of tourists arrived and they were anything but ‘silencio’. Knights adorn the walls of the Covadonga shrine.
A view of the Covadonga cathedral from the shrine.
A statue of Pelayo, the first Christian victor of the Islamic conquest, stands at the edge of a steep drop off. Once Pelayo defeated the Islamic forces in 722, he created the independent Christian kingdom of Asturias.
I’ll let Jessica, a long-term resident of the area, describe the second part of Covadonga:

In the Picos de Europa is one of my all-time favorite places ever, Covadonga.

It’s up a steep mountainside and there are lots of tourists at the sanctuary built into the rock, but a little bit further are the lakes, which are crystal blue, placid, and surrounded by absolutely picturesque green hills. My description is not doing it justice. Google “lagos covadonga” and you’ll see. Worth a visit, and in October there shouldn’t be many tourists.
More on our October 2014 trip to Northern Spain.