Delos is the sacred island of Ancient Greece which, according to mythology, was revealed among the waves of the Aegean to Leto, who was being chased by the jealous Hero; it was the refuge where she gave birth to Apollo and Artemis. Delos island is one of the most important mythological, historical and archaeological sites in Greece.
You can easily spend an afternoon (17:00-20:00) in Delos Island. There are daily trips to the island, as long as the weather allows. Regarding beaches and nightlife, I will provide you with all relevant details once you arrive in Mykonos.