This place is the definition of..unique!
Milos's landscape is nothing short of incredible. The volcanic rocks have created the most otherworldly formations and sights you will ever see. One of those landscapes is in Sarakiniko. This used to be a pirate hideout back in the times when pirates roamed the Greek seas. If you get there, you will see why: full of coves, caves and holes in the rocks. Ideal for hiding and planning the next ambush!
Nowadays it's one of the most popular swim spots in Milos. The road network gets you there nice and easy, but here's the catch: there are absolutely zero trees in Sarakiniko, so make sure you bring your hat. Also, being in the northern coast of the island, Sarakiniko is often battered by the northern "Meltemi" winds, which means rough seas. So diving might actually be a dangerous thing if it's too wavy.
This whole place looks like walking on the moon. Make sure you walk around, discovering the hidden spots and then find your favourite spot to sit on. Also, here's a general tip: visit as early as possible during the day or during the evening time, when the crowds aren't as large. The pink hues of the sunrise and the sunset create amazing photo opportunities!