Closest alpine lake near Santa Fe
From the restrooms follow one of the many trails across the small creek and then follow the well used trail up the mountain, this is Winsor Trail. The trail immediately begins to switchback and climbs to the Pecos Wilderness boundary. Go through the fence and continue through the meadow. Soon the trail starts to contour around the mountain. Stay on the well defined trail. There is an offshoot that goes steeply down to Nambe Creek, it is easy to miss and better that you do so.
After a mile and a half or so you will come to a fork in the trail, one trail crosses Nambe Creek over a wooden bridge and the other follows the creek straight up the mountain. Keep to the right at the fork and follow the trail up the mountain. The trail parallels the stream and climbs steadily, watch your footing as the trail is rocky, rutted, and may be wet and slick. There are a few creek crossings but most can be accomplished without getting your feet wet.
After a steady section of climbing you will come to a meadow nestled between some very steep walls, the trail continues along the left side of the meadow. The trail levels out for a while and then begins to climb again; there are some trails that shoot off the main path here, as long as you can still hear the creek you are doing fine. After a little more climbing the lake appears suddenly in front of you. If it's dry enough you can walk all the way around the lake on a narrow social trail, there may be a few swampy spots so be prepared for wet shoes if you want to walk around the lake. There are some very nice camp spots behind the lake, but make sure you camp at least 200 feet from any water source if you plan on staying the night.
The walk back is almost all downhill and very steep in sections, make sure you watch your footing carefully. After you leave the creek the trail widens and levels out for a little while until you go back through the fence and begin your descent back to the parking lot.
WARNING! Hiking and outdoor related sports can be dangerous. Be responsible and prepare for the trip. Study the area you are entering and plan accordingly. Dress for the current and unexpected weather changes. Take plenty of water. Never go alone. Make an itinerary with your plan(s), route(s), destination(s) and expected return time. Give your itinerary to trusted family and/or friends.