From the CBS press release:
Teams begin their adventure in Washington Square Park in New York City and immediately travel to their first destination, Iceland, where they must traverse a massive canyon high above the Geitargljufur River.
I am really curious to see this part of the episode because I spent a lot of time on Google Earth trying to find this site using the information on that first clue. First of all, searching for Geitargljufur gets you nowhere. I'm not actually sure that's the right name. I eventually figured out that gljufur is Icelandic for gorge or canyon and that there is a Geita River along part of the Kaldidalur Road (spelling may be a bit off) that the clue said to take. Problem is that the river runs through fairly flat terrain and the only gorge I could find was about 20-30 feet deep and about 50-75 feet across. Not very impressive except that the lava in the area is interesting. I'm thinking they must have followed the Geita river up to the source at the Langjökull glacier. I tried to find a suitable gorge there but Google Earth is lacking detail and I couldn't identify one. There are some peaks above the river that they could rig something between but it appeared it would be at least a quarter mile across and I'm not sure how you would get up or down from the peaks.