A seal popped its head above the water in Porthgain’s harbour, instantly brightening a damp morning. Less than eight miles from St David’s, I’d turned off the A487 at Croesgoch, and shortly after, reached the village of Porthgain. I stood on the harbour wall, ignoring the drizzle until, eventually, the wind picked up, sea and sky merged in blurry layers of grey, and the inquisitive seal disappeared. I took refuge, then, along with walkers who had descended from the Pembrokeshire Coast Path, inside The Shed, a bright café.

The harbour would once have been a busy little place. The curious remains of brick hoppers are waterside evidence of a former industrial life, used in the early 1900s to store road stone from a local quarry before loading on to ships. Now there was just the call of gulls and the wind driving me indoors in search of coffee. Reluctantly I passed on fish and chips (clearly the main event – and not just cod or haddock, but other seasonal catches). I hadn’t eaten breakfast long ago, a hasty bowl of yoghurt and fresh fruit, at my hotel, Penhriw, just outside St David’s, on the westernmost peninsula in Wales. I could walk easily from the hotel’s front gates to St David’s Cathedral, hotel staff said. The rain was holding off first thing, and so I’d grabbed the opportunity while I could and walked along a peaceful lane, passing just a house or two before reaching the ruins of the medieval Bishop’s Palace, enigmatic beneath a heavy sky, and then the cathedral’s unmistakeable red stone exterior. This early, and out of high season, I’d had the cathedral’s splendour almost entirely to myself.

Navigating a coastal course by road to St David’s the previous day had been easy. The hardest part had been wrenching myself from the first overnight stop just beyond the jollity of Tenby. Tenby’s ice-cream parlours and souvenir shops are hemmed by a centuries-old town wall and a harbour where multi-coloured townhouses brought defiant cheer. I left on the A4139 for Penally, turning up a hill past St Nicholas Church, and arriving, moments later, at Penally Abbey, a hotel of magical seclusion, with a hilltop command over Carmarthen Bay. Originally part of the Pilgrims’ Trail to St David’s, and home to an order of nuns, until the Dissolution of the Monasteries, it later became a private residence, and what a home it must have been. It is a chocolate box of treats. A Doric column here, Gothic windows there. From a flagstoned reception which oozed antiquity a little bar glinted through an ogee-arched doorway, and the drawing room enticed with a fire, piano and coffee table books. In the bedrooms, restrained elegance. Modern country house and secret domain all rolled into one.

From there, I’d stopped at Manorbier whose castle glowered over a sandy cove. I pulled up again on the B4319 at Freshwater West, to take in the sweep of beach, where, in season, the Café Mor van serves lobster rolls from the carpark. Final stop, before St David’s, had been Solva, with its woollen mill, cafes and galleries.

I dined that evening at Twr y Felin, Penhriw’s nearby sister hotel. I found a softly lit cocoon of a restaurant, moodily dark tables, contemporary art and a meal of piscatorial flavour and utter finesse lying in wait in this far flung corner of Britain’s coast.

Back in the driving seat and easing out of Porthgain, it seemed right to continue my odyssey by hunting out the neolithic dolmen, or burial chamber, of Pentre Ifan, 2017 being Year of Legends in Wales. I stopped briefly in Newport for a steaming bowl of cawl, packed with tender lamb and vegetables at Blas café, before the sat nav delivered me at a layby with a signpost. A short walk, then standing stones topped with a 16ft capstone came into view, a strange and atmospheric spectre amid sodden fields.

Last stop, Narberth, east of Haverfordwest, for antiques, homeware at House by Betty and for Ultracomida. Practically everyone had told me about this deli, crammed with cured meats, jars of jewel-coloured preserved vegetables and fresh bread and, like everywhere else on this trip, it didn’t disappoint.