For a memorable history lesson, check out the crumbling remnants of Shrine at Anemospilia and try to imagine how it would have looked in its heyday.
Traveling on a budget? Shrine at Anemospilia is a terrific place to start your exploring in Heraklion. This once-important structure won't cost you a dime. Palace of Knossos, Knossos Archaeological Site and Fourni are close by and also recommended by fellow travelers.