Dyrholaey sounds funny to Russian speaking people since “dyrho” sounds as “a hole” in Russian and the rock does have a big hole (aka an arch) at the bottom. This natural sculpture is one of the symbols of Iceland and you should include it into your program without any doubt.
Just behind the photographer there is a nice lighthouse, which helps the ships not to damage Dyrholaey and just to survive when it is dark.
It is extremely windy there so make sure your clothes are good enough. It is better to be there in the summer.
Approaching Dyrholaey by car is quite a challenge. The unpaved road comming there is full of giant sharp stones, which tend to damage the bottom of your vehicle.