Walk the Sierra de los Molinos and find the Burleta, the Infanto and the Sardinero — the three that are genuinely 16th century

Go inside a working mill and watch the mechanism turn the sails into stone on grain

Read chapter eight of Don Quixote standing where it is set

Walk down into the Albaicín quarter below the ridge, whitewashed with blue paintwork

Come at sunset, when the mills and the plain do the thing everyone comes for

Don Quixote charges the windmills in chapter eight, and the ridge above Campo de Criptana is where Cervantes is held to have got them. Ten mills stand on the Sierra de los Molinos, and three of them — the Burleta, the Infanto and the Sardinero — are 16th-century originals rather than reconstructions. The town runs down the slope beneath them from the Albaicín quarter, whitewashed with blue doors. It is the single most recognisable image of La Mancha, and it is worth working out what a windmill of that date actually did.

Campo de Criptana: The Giants

Go into the Casa de Dulcinea and work out what a 16th-century Manchegan house actually contained

Find the library of Don Quixote in over sixty languages and see which heads of state sent which

Read the chapter where Quixote and Sancho get lost in these streets at night, standing in them

Work out the oddity: a real village living with the identity of a character who was herself imagined by a character

Walk out into the vines and olives around it, which is what the Mancha actually looks like

Cervantes gave Don Quixote's imagined lady a home village, and it is this one — Dulcinea del Toboso, in a place that already existed and has been living with it ever since. The town has a Casa de Dulcinea, a 16th-century Manchegan house furnished as she might have kept it, and a library of Don Quixote in more than sixty languages, many of them presented by heads of state. There is also a chapter in the book where Quixote and Sancho blunder about these streets at night unable to find the house, which is worth reading in situ.

El Toboso: Dulcinea's Village

Work out the dating from the coats of arms — the third wife of 1472 is not on the building anywhere

Find where the design accommodates artillery, which was a new problem in the 1450s

Work out that this is a palace as much as a fortress, and where one becomes the other

Find out who Eugenia de Montijo was and why an empress of the French restored a castle in Cuenca

Go down to the collegiate church in the village, which Hanequín de Bruselas also worked on

Juan Pacheco, first Marquis of Villena, started this castle on the Cerro de San Cristóbal in 1455 and the work ran to about 1468 — you can date it from the heraldry, because his third wife, married in 1472, appears nowhere in it. Hanequín de Bruselas was the architect, and Juan Guas probably finished it. It was built as a fortress-palace and specifically adapted for the coming of artillery, which was a new problem at the time. Eugenia de Montijo, empress of the French, inherited the house of Villena and restored it.

Belmonte: A Castle Built for Artillery

Walk the ridge of windmills above the town and go inside one that still has its machinery

Go into the castle and work out what the Grand Priory of Castile and León was run from it

Find out who Juan José de Austria was and what he did to the palace here

Work out what was lost on 22 September 1809 when the Order's archive burned

Come in late October for the saffron festival, which is the other thing this town does

In 1183 Alfonso VIII, with the approval of Pope Lucius III, gave Consuegra to the Sovereign Order of the Hospital of St John, which made it the head of the Grand Priory of Castile and León in La Mancha, took the castle as its seat and granted the town a charter copied from Cuenca's. Juan José de Austria, natural son of Philip IV, lived here as grand prior and rebuilt the palace. On 22 September 1809 the French beat the duke of Alburquerque outside the town and burned much of the Order's archive. The windmills on the ridge above are what everyone comes for.

Consuegra: The Windmill Ridge and the Knights of St John

Come in late October and watch a field being picked at first light before the flowers open too far

Sit in on a monda and try stripping the three red stigmas out of a flower yourself

Find out why it is toasted over low heat rather than sun-dried, and what that does to the safranal

Go to the Fiesta de la Rosa del Azafrán at Consuegra, which is built around exactly this

Learn why real saffron is sold in strands and never ground, and what ground saffron usually is

Saffron is the three red stigmas of a crocus, picked out of the flower by hand, and it takes an enormous number of flowers to make a kilo — which is the whole reason for the price. In La Mancha the flowers open for a few weeks in late October, are picked at dawn before they wilt, and are stripped the same day in an operation called the monda. The strands are then toasted slowly over low heat rather than dried in the sun, which is what gives Manchego saffron its aroma, its safranal content and its colouring power. It is sold only in strands, never ground.

Saffron: The Most Expensive Spice in the World, Picked by Hand

Stand in the middle of the Plaza Mayor and work out that the galleries are seating, not decoration

Work out the three uses it was built for: market, religious drama and bulls

Find the Hospitaller gateway and work out what the order was doing in a town on this road

Work out why the town is where it is — the old royal road from Madrid to Andalusia runs through it

Come when the square is in use rather than empty, which is when it makes sense

Tembleque's Plaza Mayor is a rectangle ringed on three levels by open wooden galleries on stone columns, built in the 17th century, and it is the finest surviving example of the Manchegan plaza — a form designed as a multi-purpose space for markets, religious drama and bulls, with the galleries as the seating. It is still used for all three. The town also has a Hospitaller priory gateway and it sits on the old royal road from Madrid to Andalusia, which is why a village this size has a square this good.

Tembleque: A Plaza Mayor of Wooden Galleries

Visit the Museo del Queso Manchego in Manzanares, Ciudad Real

Taste Manchego at three ages side by side: Semicurado (three weeks to four months), Curado (three to six months) and Viejo (one to two years), all made only from Manchega sheep's milk

Look for the embossed woven-esparto pattern on the rind, left by the traditional grass baskets

Buy an artesano Manchego, the label reserved for cheese made from raw milk

Manchego is made only from the milk of Manchega sheep, a breed that can live on the dry plateau of La Mancha, and it is pressed in moulds that leave a herringbone pattern on the rind — the mark of the esparto grass baskets it was traditionally wrapped in. The age is what changes it: semicurado is mild and springy, curado is firmer and nuttier, viejo at one to two years is hard, sharp and crystalline. Tasting the three side by side is the only way to understand why the label matters.

Manzanares: Manchego at Three Ages

Stand in the corral de comedias and work out that this is the only complete example of its kind left, in Spain or England

Find out how it survived: banned in the 18th century, turned back into an inn, forgotten, rediscovered in the 1950s

See a play in it during the Festival de Teatro Clásico, which is what the building is actually for

Go to the Museo Nacional del Teatro, put here in 1994 because of the corral

Eat berenjenas de Almagro, the pickled aubergines the town has been known for for centuries

Find the bolillo lacework, the other trade Almagro built its name on

Spain in the 17th century and England in the age of Shakespeare both built open courtyard playhouses. Almagro's corral de comedias, made in 1628 by extending an inn called the Mesón del Toro, is the only one of that kind anywhere that survives complete — and it survives because when the corrales were banned in the 18th century it simply went back to being an inn and nobody knocked it down. It was rediscovered and restored in the 1950s. The town is named from the Arabic for red clay, which is the colour of its arcaded Plaza Mayor.