Our Romeria watching started on Saturday night when we went down to the Cathedral at around 9 PM. There were lots of people but it wasn't insanely crowded. The line to get in the Cathedral was long so we didn't try to go in, but we talked to people and took photos. Lots of people were planning on walking in the morning, and some told us they were going to walk during the night when it wasn't so crowded.
Also, lots of food. Including steamed vegetables. I've never seen steamed vegetables as street food at something like this.