I cant' think of any "must not dos", other than the bike ride we did one day - the bikes are pretty beat up and the scenery wasn't that great.
The water is definitely chilly - if you use their shorty wetsuit, make sure it is tight. 68 degree water running down your back every time you move isn't fun. We took our dive skins with us and they helped some - take your wetsuits if you have room, but you don't get too many chances to snorkel so that would be on of the items I'd leave at home first.
Our favorite activity was the kayaking - we did that every chance we got.
The way the schedule things you never have to miss an activity, while some are snorkeling others are kayaking, etc.

Have fun!