There is a decent aquarium on the islands, and its visit will be included in your trip. It is not Sea World, but still enjoyable and great if you came with kids.
There are a dolphin show, many turtles, and trained (!) sharks.
The waters around the islands are beautiful, and also incredibly calm. The lends this area to swimming and snorkeling.
Zodiac boats to the islands leave from the Pier of Pegasos next to the old city. Inquire at your hotel for the island tour package.
Favorite thing: This fort was built by the Spanish to guard the passage to Cartagena. You will pass it by on your trip.