Ftelia beach almost has no organized beach clubs or restaurants, which makes it really great because there is a lot of privacy and little noise. It's also very cost effective as you don't need to pay for a beach chair and you don't need to order any food or drinks. I like to just set up a towel and enjoy the nature with my friends and family. The beach is located just by Ano Mera village so there's lots to do before or after your swim. The only thing you'll need to be aware of us at the beach gets pretty windy. Good luck!
One thing that many don't think about when going to Mykonos is visiting churches! In my opinion, visiting churches is one of the best ways to get to know the history and culture of Greece. Before Mykonos was a party island, it was a regular old Greek island with very religious inhabitants (Greece has a strong Greek Orthodox Christian culture). Here are some of the churches that I recommend visiting