The sand dunes of Erg Chebbi are absolutely stunning. The first ones can be reached on foot via the village of Merzouga. It doesn't look like a strenuous hike as you set out, but walking up the sand dunes is quite a bit of work. Take your time, bring lots of water, and either leave early in the morning or in the late afternoon. Also check the weather forecast, and make sure you wear a scarf - sand storms can start quite unexpectedly, and having protection is necessary. We soon got rid of our shoes - it was much easier to climb without them.