Those who are interested in all things nautical will enjoy Saelvig Harbor. It's a nice place to go for a walk along the water's edge and admire the boats.
You'll have no end of sightseeing choices when staying in Samsø. Saelvig Harbor is an ideal place to kick off here, but there are lots of other interesting places to visit. Ballen Harbor, Brundby Stubmolle, and Nordby Kirke are close to the place for ships to anchor and will round out your day nicely.