This park is incredible and has something for everyone. I proposed to Brian across from the entrance to the dog park.
Both downtowns have access to the Mississippi River (I can only spell that because I was in a production of Annie). Minneapolis has the Stone Arch Bridge (currently closed), the Guthrie, and the Mill City Museum. Downtown St. Paul has trails along the river with a view of the skyline.
If you want to cross it off your bucket list, it isn't far from the venue.