MagnoMurmure,
THE cool thing to do in Bilbao is to visit the extraordinary Guggenheim Museum designed by American architect Frank Gerry. For more info see >>
http://www.guggenheim-bilbao.es
To travel to Leon by train the route is Bilbao-Abando to Miranda de Ebro changing trains to continue to Leon. For schedules see this Spanish rr site >>
http://www.renfe.com/EN/viajeros/. Estimated cost would be 30 euros and total travel time roughly 6 hours.
To travel to Leon by bus the route is Bilbao to Burgos changing buses to continue to Leon. Estimated cost is 30 euros and total travel time 4 hours. For schedules see >>
http://www.alsa.es
You should be able to stay at an albergue in Bilbao as long as you have a Pilgrim Credential. See this Eroski site for a list of Bilbao albergues. >>
http://caminodesantiago.consumer.es./et ... a-a-bilbao
Buen Camino,
Margaret Meredith