If you are on a cruise ship shuttle buses are provided to run from the pier to down town Mykonos all day - there and back. If you want to walk it is 3.5 kilometer and takes about half an hour. Once there you can't miss the windmills - no need to pay for an excursion.

Elia Beach

Actually not too far, its a 15 min walk away, trust me you will enjoy the walk by the scenic little venice and at the old port have the fried sardines @ EnPlo and their yummy fries. and when you go to little venice check 180 degree sunset bar and galleraki.

Yes, old town is charming. But most cruises or ferries land in new port. It’s a 5-10min bus ride

Old Town in Mykonos is definitely a place you would want to be on your own and walk around. It is just an unbelievable place that one can't possibly get lost and the whole fun of traveling is exploring. While walking or wandering through Old Town, you will eventually end up at the shoreline and if you continue on your left until you reach the end, you will see the famous "windmill" view! A short, perhaps 15-30 min. walk, depending if you stop to look at shops and attractions along the way. A well-worth walk! Don't take the taxi, you will miss out many views and be caught in the traffic jam that we saw parked to look for parking! Enjoy!

We also arrive via cruise ship. I don't know which cruise port are you docking as there are the old port and the new port. If you are docked on the new port - usually the cruise ship will provide free transportation to the old port. From the old port, you can easily walk to the old town. It is beautiful to walk at old town. From the old town, just follow the shore or beach front which will lead you to the windmills. Pleas note that there is a single windmill near the old port. Don't go there and rather go to the 4 windmills. There is also a seabus that docks from the new port then drops you off near the windmill - another option. Its also cheap.