It's believed that Fortaleza de Sagres is where Prince Henry the Navigator set up his school of navigation in the 15th century. Beyond the impressive sight of local fisherman balancing dangerously off the rocky cliffs, there's a modest church from 1579 and a dramatic rosa dos vento (compass) constructed out of pebbles that measures 43 meters across. It was easy to understand why early explorers were enticed to see if anything existed beyond the seemingly endless Atlantic.