Yes! So happy that you could go to a real Mexican town! It does have some touristic streak, but it is more real :)
There are many cenotes around, take a chance to explore, they are beautiful! And, there is one IN the very city of Valladolid.
If you can, visit the local market.
And, very close , just outside of the town there is a Tequila brewery and a little show to see how tequila is grown and made. Ta-dan. ta-da-tada dan dan :))))
The maya museum just two blocks from the central Cathedral is interesting too.
Ek Balam is worth to see, but give it a half day at least.

huge Hugs and keep posting your travel emotions!!!