One really cool non-football option is the Mercado Central, which is a fun experience even if you don't buy anything. There's a vast assortment of meat, fish and other fresh produce on sale, and an even more vast array of tactics from the vendors trying to reel you in! Alternatively (or as well) you could take a wander over to the old town and the Plaza Mayor. It's just a really attractive and relaxing part of the town, where you can get a better feel for its long history.

The truth is the stadium is located in a non touristy area, so you should go to the city centre. Castellón is a coastal city with nice environment and some places to visit. The main monument is the Santa María Cathedral. Mercado Central is an interesting site not only to buy fresh and good quality products, also to see a really typical and traditional place. Have you ever heard about Columbretes island? Just check!