However, as we parked the car outside the church at Harringworth the mist lifted, the sun poked through, and within minutes it was a gloriously sunny day, without a trace of cloud in the sky. Even the chill edge to the wind seemed a bonus, making us appreciate the sun all the more.
Harringworth is dominated by a viaduct, one of the most impressive railway bridges in the country. Built for the Midland Railway by its resident engineer Crawford Barlow in 1880, it has an astonishing 82 spans, each 40ft long, using a total of, it is said, 15 million bricks.
Most of the local rail lines are now abandoned, but Harringworth is still used, though only for moving freight. Turning our back on the viaduct we walked through the village, stopping briefly to admire some Shetland ponies.
We then passed the old blacksmith's forge and village cross. The buildings in this area are beautiful, made from the local light stone. Inappropriate development has been avoided.
Heading east, we followed a footpath that took us alongside the River Welland. On our left, the Manor House was a beautifully constructed building, which now seemed to be a base for children's pony riding. We had feared the fields would be waterlogged, but the heavy overnight frost gave us a firm footing.
The fields around us had all the character of the Fens, which is hardly surprising as Lincolnshire is only a few miles away.
On the horizon away on our left, we gradually made out the outlines of three arms of Morcott windmill, the rest obscured by an intervening hill.
Crossing a bridge over the Welland took us into another county - into Rutland if you are a romantic, or merely into Leicestershire if you are a hardened modernist.
Rutland was abolished as a county council in 1972, but many locals are determined to resurrect it as part of the latest plans for local government reorganisation.
We followed the embankment of a now disused railway line, and on our left came the village of Barrowden. The clean white bricks of the church sparkled in the bright sunlight.
Walking on, the river flowed beneath us, returning us to Northamptonshire. Two water towers rose above, and all manner of mechanical farm implements were rusting away in a field further along.
The embankment dropped away into a road opposite the old Wakerley station, now being renovated and converted. We walked up the road to the Exeter Arms, where we stopped for lunch.
This, and the Marquess of Exeter Hotel in nearby Lyddington, are named after the Cecil family, local landowners who held the title of Marquess of Exeter, and whose family seat was Burghley House at Stamford. The seventh marquess was Lord Lieutenant of Northamptonshire until his death in 1981.
According to our map, there was a footpath we could follow which should have started in the vicinity of the Exeter Arms' rear garden. As we were unable to find it we instead followed the road until we reached Wakerley Great Wood.
We spent a couple of hours walking through the woods, and at one point were startled by a heavy animal, which looked like a wild pig, but which moved too quickly for us to focus on properly.
Adams Wood, which forms the south-eastern corner of Wakerley Great Wood, contains several old iron surface pits, some dating from 1800, others believed to be ancient.
At the edge of Adams Wood were a series of green glades, with dozens of rabbits bounding around. Beyond them was Fineshade Abbey, a gleaming white building just below us in a valley.
Following the edge of the woods we came upon Laxton Hall and grounds, with its own look-out on stilts. At Town Wood, on the south-west side, we missed our intended path, emerging instead at an aerodrome.
Although the aerodrome was clearly still in use, and various light aircraft were being worked on in hangars, no one seemed worried by us following a runway back to the road. We now had to follow the road for half a mile or so before taking a path off to Shotley village.
The mist started closing in as the sun began to set, but as we had hoped, the view was magnificent. Standing on a ridge we could see ahead of us the Harringworth viaduct once again, the spire of the village church just in front of it, and the spire at Seaton behind. It was a scene to inscribe upon our memories, to recall on days when the weather was less kind.
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