Nature never ceases to amaze us. Gozo's famous Azure Window is a testament to that. In the summer, the Azure Window is a popular scuba diving site as well as a photography favorite. Below the limestone bridge is a series of caves that can be accessed during low tide as well as natural pools for anybody brave enough to stand the chilly Mediterranean waters. You can learn more about it here.
We recommend coming here for sunset on a clear day or anytime during the off season so that there are less people in the way of your explorations. There are other beautiful views to check out while you're in the area. It's probably best to go by car, although busses are easy to find via Google Maps.