I went to the hotel specifically to try the Vapor Cave as it sounded like such a fun and different thing to do. We did not stay at the hotel but just went in the evening.
We thoroughly enjoyed the vapor cave, but I will say that if you don't really enjoy hot water, it would not be a very nice experience. It was especially nice when there were not other people in the cave with us or the other people were talking softly as it is a fairly small area. The nice thing is that they have a hose with ice cold water in the cave so when we got hot, we just grabbed the hose and ran the water over our heads or arms. That was refreshing and allowed us to stay longer. The waters are supposed to be very healthy. I would recommend being careful to drink lots of water while you are there and when you leave. They have cups and a large container of water before you go into the cave.
After we were hot, we went outside to enjoy the hot springs fed swimming pool. It was also very warm but with the cooler night air, it felt great. Here again they had a hose with cold water that you could use to help cool down when you got hot.
This is something I would recommend trying once as it is such a unique experience, as long as you don't mind a hot tub like experience. If you don't like hot tubs, you probably won't enjoy this. I can see how it would be especially fabulous in the winter.