This research paper focused on tourists’ experiences after engaging in a rural tourism experience, the activities developed during that period, and the relevant factors they considered when planning the holidays. We collected data in the Azores, a region known to implement rural tourism. Therefore, the collected data were analyzed using mainly summary statistics, graphical representations, and exploratory data analysis methods, including the nonlinear (categorical) principal component analysis (CatPCA). The CatPCA’s objective is the same as that of the principal component analysis (PCA). We found that the landscape, adventure-related activities, and local gastronomy were some of the reasons tourists choose the Azores as a destination. The rural living experience and the local population’s welcoming traits were mentioned as factors that make tourists want to return to the Azores on holidays. Moreover, rural tourism in the Azores offers a unique opportunity to connect with the region’s rich cultural heritage. The islands have a long history shaped by centuries of settlement and the blending of various cultures, resulting in a distinct Azorean identity.