I love Mykonos - its where I learned to love Greece - full of lovely whitewashed narror sreets and churches - every time you turn a corner its a picture postcard view. I had a fantastic holiday ferry hopping around the Cyclades and went on down to Naxos , Ios, and Santorini before coming back for a few more days in Mykonos.
Admittedly if your not Gay (which I'm not) you can feel out of place but it adds a sort of exotic feel, especially on the beaches and rocks where naked gay men lounge around like seals in the sun. My favourite trip was a boat trip from Mykonos Harbour to Paradise Beach which took about two hours with a packed boat going around the island passing numerous rocky outcrops and ending up at the nudist beach by which time you are so hot you cant wait to get your clothes off - everyones naked so it feels the right thing to do.
You can walk (naked) from the beach over the headland to the next beach which is another even gayer nudist beach although at weekends the Greek locals also seem to come here for there own entertainment. It can be breezy but I guess you are meant to party hard in the cafes and baars in the evening and not venture out until the afternoon after a suitable lunch of calamari and Greek salad washed down with Retsina.
Well One Mykonos tries to paint a picture of all this, but tied together with classical references of the gods that used (apparently) to frequent Mykonos and Delos its nearby neighbour. It doesnt quite come off but its a small little book to read on Paradise Beach while watching the world go by