Caves, caves everywhere :)
Sea caves are one of the characteristics and most beautiful things on Milos.
Everywhere you go - by boat, to remote beaches, inaccessible by car, normal beaches... you'll find caves.
I can't recommend it enough - boat tour around the island! Some may find it expensive, but this is experience to remember! Kleftiko, for example. If you don't go to Kleftiko, don't go to Milos at all. You'll find yourself crying at Kleftiko, believe me. Those colours, that calmness, sea life... you'll feel like in paradise.
Then Sykia cave... Cave beach! Indescribable!
Papafragas, Kapros, Glaronissia and many more. Swim, play and enjoy!