In June 1910, Captain Robert Falcon Scott set sail from Cardiff on his tragic expedition to the Antarctic, berthing in the docks for six days as an acknowledgement of the considerable financial support raised locally. Three years after his death in 1912, the people of Cardiff raised a monument to Scott in Roath Park lake, in the form of a lighthouse with a small replica of his ship, Terra Nova in which he made his last fateful journey.
I am glad to have sorted this out. As a child I got it into my head that I had been told that Scott had set off from the lighthouse in the middle of the lake in the middle of the town. A notion that puzzled me.
Not that I used to lie awake worrying about it. It was just a vague itch I couldn't scratch.
There is some history of the park here.