Rome wasn't built in a day, and there are reminders of it's remarkable history and architecture everywhere you look. Upon arrival to Rome by train, this museum of the Baths of Diocletian sits opposite the Piazza dei Cinquecento* which is the square directly in front of Roma Termini.**
The museum is one of the two largest dedicated Roman bath museums in the city, the other being the Terme di Caracalla, located past the Forum and Palantine Hill and on the southeast side of Circo Massimo. Having visited that one it's a bit more spread out with more expansive architectural ruins, though Terme di Diocleziano stands out in its own right, with a beautiful ancient cloister--Chiostro di Michelangelo. The design is credited to (surprise) the one and only Michelangelo, featuring a square inner courtyard 100 meters wide by 100 meters long, that can only be visited with museum access.
Inside mosaics, pottery, statues, gravestones are viewable alongside the remains of the former baths. Some of the baths' original structure is now integrated into the Basilica Santa Maria degli Angeli e dei Martiri (of Saint Mary of the Angels and Martyrs) so it's harder to see its full scale and former glory. There are placards in Italian and English, and some QR codes to scan for additional info.
Museum tickets are a reasonable €15 which provides entry to three additional national museums in Rome (Palazzo Massimo, Palazzo Altemps, and Crypta Balbi) over a seven day time period. The museum is never crowded so no need to buy tickets online unless you're just one of those people that likes to plan in advance, you can purchase on site by cash or card. Also included in the Roma Pass.
*that's mainly a large bus station and parking lot.
**suitably enough the train station was named after the baths "thermae". read more