One of your first stops should be Glenelg Town Hall. Here, you'll be able to find your bearings and pick up some great ideas before you set out exploring.
You'll be spoiled for sightseeing choice in Glenelg. Glenelg Town Hall is an ideal place to kick off here, but there are plenty of other interesting attractions to check out. Adelaide Central Market, Victoria Square, and Glenelg Beach are near the tourist information center and will fill in your day nicely.