Here's a guide for tourist use! We really enjoyed our time here, but were a bit apprehensive about the process since it's quite a different experience to bathing in other parts of Europe! So here are some quick notes:

1. There's loads of free parking outside.
2. Pay at reception, our children were free, prices are VERY reasonable. About £10 per adult. Free locker wrist bands.
3. Using your locker wrist band you'll get through the entry gates, our children got a ticket with a bar code to scan themselves in.
4. You'll come to an area with benches to remove your shoes, there are small shoe lockers, but nobody seemed to be using them, plenty storage racks.
5. Keep your socks on and walk into the separate male/female changing rooms.
6. Once undressed, take your towel and move into the shower area. There are metal racks to keep your towels neatly stored until after your swim. There's an attendant in the shower area in a little booth making sure the rules are followed.
7. In the mens area there were several communal show areas with about 12 showers in each. There were also 4 private shower booths in the middle area, ideal if like us you prefer a degree of modesty. You will be expected to shower naked though, there are soap dispensers on the walls, they take this very seriously. We were a bit apprehensive, but you quickly get over any fears and can cover your modesty with your towel for most of the experience.
8. I'm advised in the ladies side, its just one shower area, without any private booths.
9. Put your costume/shorts on and enjoy the range of pools and hot tubs. Large kids area with various slides, monkey-bars, some outside play park items such as rope climb. A cooler outdoor pool with an area for lap swimming. We didn't find the 6 degree plunge pool, or venture to the indoor lap pool.
10. After your swim it's back for another naked shower. It's important to fully dry yourself (with your previously stashed towels) before going back into the changing room.
11. Grab your shoes, the exit barrier eats your wrist band in exchange for opening the gates to let you out.

A brilliant and very affordable activity. Nice friendly atmosphere with the locals. Wasn't that busy in February, and great with all the ice and snow around. Ironically given how seriously the Icelandic people take the pre-swim cleanliness, the pool itself is a bit grotty and run down. The changing rooms and showers were clean. I wouldn't however let that put you off, it's an experience you should really try. We all loved it!