It's worth starting at the very beginning. Located by the Old Harbour, the Archaeological Museum takes you as far back as the 9th and 8th centuries BC, with a special focus on ancient ceramics and pottery excavated in Mykonos and Delos (the archaeological treasure trove island a short boat ride away). Another of the museum's highlights are the remnants of a 2nd-century BC statue of Hercules, made of Parian marble.

Along with the windmills, Little Venice is the most photographed spot in Mykonos town. The line of colourful, interconnected homes was built in the 18th century. What makes them special is that their foundations are in the sea. It is said that pirates stored their loot here but, nowadays, they are mostly restaurants and bars - as well as a romantic backdrop to an evening stroll.

At the end of the Old Harbour, you'll arrive at a square with an elegant bust that includes a short introduction to Manto Mavrogenous. Known in social circles as 'la Bella Greca', because of her beauty and finesse, she was born in 1796 in Italy to a wealthy Greek family and arrived in Mykonos in 1821. She brought not just her cosmopolitan charm and knowledge of multiple languages, but also a burning passion to take part in the liberation of Greece from the Ottomans. She is said to have funded (and even participated in) several naval operations and supported the training of local revolutionary forces.

Known for its boutiques and finery, the Matogianni district of Mykonos also has a number of historical treasures. You'll find three identical wells, which were the island's main water supply into the 18th century. Interestingly, they are only around 5m deep. The Maritime Museum of Mykonos is also here, with models of ships from the early Minoan period all the way to the 20th century, as well as other nautical memorabilia such as manuscripts and photos. You'll also pass the home of Manto Mavrogenous' mother.

And finally, to the insider's tip for a magical sunset spot to end your day: the most photographed church in Mykonos, Panagia Paraportiani. Sculpted into the rock and painted the most radiant white, its name translates as 'Our Lady of the Side Gate' because its entrance was found in a small side entrance to the Kastro area. It has stood in this spot for 600 years, with construction starting in 1425 and completed in the 17th century. What isn't immediately obvious is that it is actually five churches, with four built at ground level and a fifth, Byzantine church, one floor up.