Be sure to go all the way to the top and enjoy the view. However, the steps are relatively narrow and steep, so you should be sure-footed. Behind the rock is another small cave, which is also worth seeing.
The Sophiengrotte is located in the nature reserve on the edge of the core zone. Since it cannot be reached via marked paths (it is 50m below the path), this would be forbidden, at least in the core zone area.