We did the adventure caving (3 hours of full-on wiggling through narrow cave entrances) and had a blast. Definitely wear shorts and a t-shirt or tank top underneath the overalls they provide, because you get really sweaty with the effort of getting around. If you have hiking boots, bring those, but if not regular tennis shoes will do just fine. I'm not super fit but do walk 20 minutes 3x a day and I was fine. Our guide was wonderful and shared lots of information about the caves and about Budapest in general with us.
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