A very simple pleasure that can happily incorporate swimming, snorkelling, sunning and checking out whether your Kindle© really is preferable to a book and impermeable to sand. If a fisher-person it’s well-worth taking a rod to try your luck around the rocks. 
The northern end of the beach near the palm tree, and beyond is a good place for shell and coral hunting (you’ll need shoes to get over the rocky bits, unless the tide is out). There’s a certain amount of unsightly flotsam and jetsam* that washes up on the point to turn a blind eye to. For examples of Coral and Nerite shells that you may find CLICK===>> BEACHCOMBING ON THE DELPHI CLUB BEACH
For examples of bivalves that you could easily come across CLICK===>> BEACHCOMBING ON THE DELPHI CLUB BEACH PART 2
I have never explored the sandy bay over the rocks at the southern end of the beach, but doubtless Sandy will know whether that would be a good place to try for shells. (there’s certainly excellent fishing to be had off the rocks at that end). Anyone been there – perhaps by Kayak? Any information welcome.
[*Yes, ok, I know, I know - but I mean in a general 'washed-up odds and ends' rather than in a strictly nautical / Marine Law sense]
STOP PRESS Two examples of shell skeletons, not from the Delphi beach, may now be found at SHELL SKELETONS: ABACO BEACHCOMBING
And if you put “SAND DOLLAR” into the search box, you will get a choice of posts and videos featuring the live creatures and their bleached ‘tests’
