Pretty Xlendi Bay lies on the west coast of Gozo, an island long thought to be the mythical Ogygia of Homer’s Odyssey. In the story, Calypso fell in love with Odysseus and held him captive for seven years.. The reputed Calypso Cave is just one of several intriguing caves on the island. There’s also Caroline’s Cave, a natural grotto that was once a private swimming hole for nuns. Surprisingly for such a small island, Gozo is home to the oldest freestanding temples in the world, the Ggantija Temples, nestled among the rolling green hills. You should also visit the Citadella, a small, fortified town that houses the island’s Cathedral, the Museum of Archaeology, the Folklore Museum, and the Old Prisons.