we took along a kite and had the most fun with it! The winds are terrific, at times even too strong!!! In that case you might just enjoy walking along the beach and wait for better wind conditions...
Around May, be prepared with an umbrella and some waterproof windbreaker jacket. The last one probably the most useful, as the wind sometimes so strong, that no umbrella can resist.
In the summer take some swimming clothes as there are a lot of nice beaches. Germans start the season on the 1st of May and they do go in the sea, but I think I wouldn't do that... :-)