There is a bridge that enters downtown over the Colorado river
Go to that bridge at dusk, and over 1,000,000 bats launch for the night from under that bridge. It is amazing, and it is free entertainment.
You will see people lining up on the bridge to watch, so you will know you are in the right place.
I am not a fan of bats, but it was an unforgettable power of nature moment.
Congress Avenue. Turn north and see the Capitol.
Touring the Capitol itself, or the nearby Bob Bullock state history museum are cool.
My dad loves showing off the gun case, with Texas state emblem, he bought in the capitol gift shop to his pals in California. You can't do THAT in Sacramento.