What is there to do in Costa Rica? So many things to do in this wonderful tropical paradise. One of the things I did while I was in Costa Rica was go to the Catarata La Leona (Lioness Waterfall). We had to hike through the rain and walk through the river to eventually make it to the waterfall. However, due to so much rain, it was very difficult to actually make it to where the waterfall was, only a few of us were able to make it.