E.T.
Oh, I love Ojo! I went with my girlfriends this fall and it was a fantastic weekend. The massages and skin treatments are great, if you're a fan of yoga - take one of their classes. Really relaxing. But if you're not a big yoga devotee, don't bother. We didn't hike... spent more time drinking wine in our hotel room and giggling. But it's pretty in any direction, so you can't go wrong asking the staff for whatever type of hike you want (easy, strenuous, etc.) and going for it. And make sure you wander around and discover all of the hot springs - don't just stick with the first one you find.
I wish I had packed cozy slippers; the floors weren't exactly cold, but we spent a lot of time hanging out and that would have been nice. Similarly, I was glad I packed a pair of fleece pants for hanging around the room. This is definitely not the type of place to pack your fancy clothes.
Bring snacks because there really isn't anywhere to get simple stuff in between meals. The food in the restaurant is really good, though, so you may not get hungry between meals.