It is best to get acquainted with Lombardy beginning with the smaller cities, which retain the charm and beauty of the old times. It seems that the best place to start exploring Lombardy is Varese. Just leave your car on one of the parkings and simply stroll around.
After drinking your shot of true Italin espresso in one of the local coffee shops, you can sit back in your car and head northwest to one of the most prominent and interesting places in this region, the Sacro Monte of Varese.
Having admired the stunning landscapes which open from that spot, you should drive to the east, towards the Santa Caterina del Sasso monastery.
Only after that I advise you to go back to Milan, otherwise your first impressions of the region might be spoiled. Or you can continue exploring Lombardy, visiting such places as Como, Lecco, Bergamo… Will you continue this list?