I have explored most of the valleys in Cappadocia.
To get around is quite easy, public transportation is efficient, reliable, and cheap; a single ticket costs between 5 to 8 lira, depending on your destination.
There is a main bus stop in every town, and usually, buses run every half an hour on the hour; however, you can find a schedule posted at the bus stop.
You can also get taxis but set the price with the driver before getting into the car. Cappadocia is a peaceful and safe place. As a female solo traveler, I didn't encounter any danger. I have met amicable and helpful people in every place that I had visited.
One of my favorites valleys is Zemi, a 5.7 km / 3.5 miles route starting at the southern trailhead on the Nevsehir - Ürgüp highway and finishing at the northern trailhead close to the Open Air Museum in Göreme. (You can start from Göreme as well, but I think the route is more enjoyable from South to North.)
It takes about 2 to 3.5 hours to do the whole route; it will depend on how much time you will spend taking pictures and admiring nature's beauty.
The entrance of the valley is wide open and has a sign; you can not miss it.
Like all the valleys in Cappadocia, you will have to hike down, and you will be walking surrounded by the enormous rocks formations and the beautiful nature.
Hiking shoes, hats, sunglasses, flashlights, and water are indispensable; there are no facilities on the route; therefore, you must be well equipped.
The hike is flat most of the time, incredible calm, the birds and the wind on the trees are the only sound that accompanies you during the trek.
The valley has a perfect mixture of vegetation, birds, and the incredible walls that enclose it.
One of the highlights is the tunnels that you will have to cross to get to the destination.
Some of them are a bit low, and you will need a flashlight to pass through, but most of them have a variety of formations because of the erosion and offer a delightful experience during the hike.
In the middle of the hike, there a junction to visit two ancient churches, "Karabulut" (Black Cloud) & "Sarniç" (Cistern) Church (Görkündere Valley).
This visit will add at least 2 hours to the whole hike. If you have an extra day in Cappadocia, I would recommend visiting the site, later on, walking from the town of Göreme is about 30 to 45 minutes and it's a perfect morning walk.
Almost reaching the end of the hike, hiding up in a rock, you will see the Rock- Cut Church.
Unfortunately, there is no much information about this church, just built around the 11th Century.
From the main road, you have to take a little path up to the church.
You can appreciate the church from under, but if you are adventurous, climb the iron ladder attached to the church's entrance.
The view from the church is worth the excitement of climbing; you won't regret it.
There are about 20-30 minutes from the Rock-Cut Church to the Göreme-Ortahisar road (or Müze Street).
It's an easy walk on a dirt road, and you may encounter some locals in their tractors or some cars.
If you have enough energy, you can visit "El Nazar" Church, located a few meters from the main road, with perfect signage.
Once you get to the main road, you can choose to go to Göreme ( located walking distance), and from there, take the minibus to the place where you are staying, you will also find taxis available.
Even if the path seems confusing at some point, keep an adventuresome spirit!
You should be able to figure it out.