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Ah, winter in London. Temperatures hovering around 6 Celsius, darkness descending at what seems like just after lunch, flu bugs doing the rounds, grid locked traffic, public transport grinding to a halt and the only consolation I can find is in a warm, fuzzy pub. I am in danger of turning into a pale imitation of some favourite Romantic poet of mine, spinning odes on consumption and misery. Something has to be done and quick.

Within a few days, I am ambling along the esplanade under a warm winter sun, without a care in the world. Like a migrating bird I have flown south and have landed in Madeira, the small and mountainous Portuguese island in the midst of the churning Atlantic Ocean. In fact, I am so far south of Europe that the coast of Africa, a few kilometres away in Morocco, is nearer, which helps explain Madeira’s year-round warmth, with temperatures that rarely dip beneath 21 degrees.

To tell the truth, I had certain misgivings about coming to Madeira. To me, the island’s name has always had negative connotations, partly associated with the cake often proffered by a maiden aunt (and politely consumed by me) in my childhood and partly to do with a wine that I had dismissed (without trying) as being sweet and sickly enough to drink with it. In addition, I was a bit put off by the fact that Madeira’s balmy climate has made it a popular winter destination for an army of British pensioners. Don’t get me wrong, I like a sedentary holiday as much as the next person, it’s just that I like to mix it up with an occasional life-threatening adventure, and I just wasn’t sure that Madeira could answer that need. Finally, and this was probably what disturbed me most, I had heard that Baroness Thatcher was also going to be in Madeira, staying not far from me - albeit on a rather different budget, at the ritzy Reid’s Palace Hotel - in the capital Funchal.

But all my prejudices are quickly forgotten when I arrive in Madeira. Within minutes of reaching my hotel, which overlooks Funchal’s deepwater port, I have shed my thermals and am sitting out on my terrace in shorts and a T-shirt. I have also happily discovered that the island has plenty of adventure on offer, with a range of more or less demanding walks traversing its hilly terrain and a burgeoning dive industry taking advantage of the rich, clear waters that surround it.

To begin though, I settle into a restorative daily regime that involves nothing more challenging than a walk into Funchal along the esplanade, behind the squadrons of yachts in the town’s marina. In the nearby old town, old ladies are hanging out their washing above a series of slim alleyways while clusters of swarthy, moustachioed old men gather in dimly-lit bars. Each day, I make my way to the town’s lively fish market simply to ogle that morning’s peculiar-looking catch. This includes the eel-like espada (or scabbard fish), which is only found in deep water off Madeira and Japan, and which looks like it could have your arm off with its rows of ferocious teeth.

In the evening, as cruise ships slip into the harbour and young lovers canoodle on the esplanade, I install myself outside one of the many restaurants in the old town and dig into a seafood dinner. One night, gathering courage, I take on an espada (fried with banana) and find it tastes a lot better than it looks, with plenty of chunky white flesh. Another evening, I watch as a waiter flambés my seafood in Madeira wine with delicious results. I also try another island speciality, dry salted cod, served with fried eggs and strips of potato. Each meal is accompanied by good wine from the Portuguese mainland.

Suitably rested, I become more adventurous, hitching a giddy ride on Funchal’s brand new cable car, which runs from the old town, taking you high above the town’s red roofs, to the hillside village of Monte. The early nineteenth century baroque church up here – Nossa Sanhora do Monte – is the most important in Madeira, while the extensive tropical gardens of the Monte Palace are also the most fragrant and beautiful on an island full of attractive plants and flowers.

But the real reason for coming up to Monte is to come down again on the famous “toboggan run”, described by Hemingway, hardly a stranger to thrills and spills, as the most exhilarating ride of his life. At the top of the run, it all looks innocuous enough. The toboggans themselves are giant wicker baskets, attached to wooden runners, that were once used to transport produce down to Funchal market. Standing idly beside them are the “drivers”, who, with their straw boaters and white shirts and trousers would not look out of place beside a punt in Oxford or Cambridge. But the two kilometre downhill ride is anything but dull, with the baskets hurtling down almost vertical slopes, narrowly avoiding passing cars and potholes in the road, with only the drivers’ specially-made goatskin boots (that act as brakes) to stop you.

With the smell of adventure back in my nostrils, I plan a couple of guided island walks for the following days. In fact, with the majority of Madeira’s roads curling around its central mountains like deranged snakes, just getting to the start of these walks is an adventure.

The first walk, under Madeira’s tallest peaks in the north-west of the island, is the more vigorous, the 16 kilometre trail rising and dipping above a succession of deep, thickly vegetated valleys. Our chirpy Madeiran guide Luis shepherds a small group of us carefully through the mountains, displaying an encyclopaedic knowledge of all the fauna and flora along the way, including a number of rogue eucalyptus trees, that make me feel quite at home. It is a perfect day for walking, cloudless but with a cool breeze, and the views across the craggy volcanic island are inspiring. Unfortunately for Norman, a bandy-legged 78 year old Yorkshireman with loads of determination but alarmingly little balance, they are a little too inspiring. Straining to take his two hundredth picture of the day, he misses his footing and plummets down a steep, wooded hillside. After a couple of worrying minutes, however, he re-emerges smiling, clutching his glasses and sporting a lump the size of a small melon on his forehead.

A couple of days later, I travel to the rugged northeast of Madeira for a levada walk. The levadas are irrigation channels that were built from the earliest days of Portuguese occupation, in the fifteenth century, to bring water from the mountains to the dryer parts of the island. They are quite brilliant feats of engineering, running at a slight but consistent angle, so that the water never flows too quickly, and periodically controlled by sluice gates. Constructed by slaves originally – no doubt considered expendable by their colonial masters – some levadas are cut into the sheer sides of mountains and working on them must have been hugely hazardous. But these days, the walkways alongside the narrow channels provide over 2000 kilometres of paths reaching into the most remote parts of Madeira.

As we gather for our levada walk on another gleaming Madeira day, I recognise some familiar knobbly knees. I look up to see a still smiling Norman, the side of his face as multicoloured as a geological map. I have to admire his spirit but am thankful that levada walks are mostly on the flat. Our 13-kilometre walk begins near to the small village of Quemadas and takes us through a large swathe of Unesco-protected forest that is packed with native laurel trees. Once out of the forest, though, the walkway gets as narrow as 40 centimetres and runs beside an unobstructed drop of around 400 metres. I watch, with my heart in my mouth, as Norman totters along the walkway but ironically, this time, it is not the Yorkshireman who has a problem but a strapping 25-year-old Swede who can go no further because of vertigo. Leaving him in a safe place, we forge on through a series of dark, dripping tunnels – in which Norm only bangs his head twice – to the Caldeirao Verde (green cauldron), where a waterfall crashes down from 90 metres above. We double back to collect the dizzy Swede and end our walk in the village of Santana, set near some gigantic sea cliffs and distinguished by its triangular thatched-roofed houses, so built since the seventeenth century to withstand the strong winds and rain coming in off the turbulent Atlantic.

After a week in the Madeiran winter sunshine I feel like a different person: fit and healthy and without a gloomy line of poetry anywhere in my mind. And bandy-legged Norm? He’s staying on in Madeira for as long as it takes to complete all the island’s most challenging mountain walks and to collect a few more bruises.

Read more travel writing by Daniel Scott