If you want to familiarize yourself with the colorful past of your new surroundings, make your way to Georgias Old Capital Museum.
You'll be spoiled for sightseeing choice in Milledgeville. Georgia's Old Capital Museum is a good place to kick off here, but there are loads of other worthy places to discover. Georgia College, Lake Sinclair, and Walter B. Williams Jr. Park are close to the historic landmark and and will cap off your day nicely.