Top 10 Things to do in Lincoln Nebraska is a great place to visit as it is the capital of Nebraska and there are a lot of things to do. The sunset in the Haymarket Haymarket district is unbelievably beautiful, even in the winter. The Lincoln Monument when you visit is located next to the state capital. For breakfast in the morning grab coffee and an amazing breakfast sandwich called a cromelette. The sandwich will literally change your life. It wouldn’t be visiting somewhere new if we didn’t support a local bookstore A Novel Idea in Lincoln Nebraska is the epitome of an independent bookstore. They have new and used books.