One of your first stops should be Hurlburt Field Visitor Center. Here, you'll be able to find your bearings and get some great ideas before you begin exploring.
You're spoiled for sightseeing choice in Hurlburt Field. Hurlburt Field Visitor Center is a good place to start here, but there are loads of other fine attractions to experience. Okaloosa Island Beach, Fort Walton Beaches, and Northwest Florida State College - Fort Walton Beach Campus are not far from the tourist information center and will round out your day nicely.