This is the Darien Gap
No roads, no cars but a lot of donkeys and beautiful unspoiled countryside and beaches.
Immigration is in Capurgana, just up the main street on the right. From Obaldia where the San Blas Cat drops you off it is a water taxi ride that takes about 20 minutes and costs $25. Almost opposite from the immigration office there is a hotel where you can change your US dollars to Colombian pesos or COP. They usually have the best exchange rates.
Capurgana is full of bars, inexpensive restaurants, and hostels. My favorite hostel is The Jungle. If you walk straight the main street, turn right when you come to the water then left over a small bridge you will see it on the right. Upstairs there is a double bed with it’s own bathroom for about $8 a night.
Many of the hostels have wi-fi or you can buy a Claro sim card with a data connection in town that should work in most of Colombia.
There is a 3 hour hike across the mountain to Sapzurro if you are feeling fit or want to save $10 on the water taxi. Not recommended to take a backpack on the hike and don’t take it if it has been raining.
Capurgana is where you can get the water taxis to Turbo and from there buses to anywhere in Colombia.