Make sure to book your tickets online ahead of time. Otherwise you won't be allowed in!
The Blue Lagoon now requires online reservation
From what I've read, they enforce the rule pretty harshly. You won't be allowed in unless you've booked online
I booked my spot 8 days in advance. I went in late October, which is considered "low season" in Iceland. Even then, all the spots were pretty much all booked up 4-5 days in advance when I looked at the availabilities