Every room at The Feversham Arms Hotel Yorkshire is equipped with a copy of a Pathfinder guide to walks on the North Yorkhire Moors, which you are welcome to borrow. It contains a variety of well-described and mapped walks for all ages and levels of enthusiasm.
There are also a number of lovely walks that can be taken directly from the hotel without getting back into your car. Copies are available at Reception.
Helmsley is the start of The Cleveland Way and is in the heart of great walking country, with plenty of variety, including some along the coastal paths around the edge of the North York Moors and others that present spectacular views over the valleys below the Moors.
These links will be useful:
Frank's Walking Page