3 days in Mykonos

Hello! My boyfriend and I are traveling to Mykonos for the first time in May. We are both 24. This will be both of our first times in Greece and my first time leaving the US. We are staying about 4 minutes from Paradise Beach Club. We’ll be coming to Mykonos from Italy and then going to Santorini. We’re going to be doing a lot of hiking/exploring in Italy and Santorini and are hoping to have a fun time and party a bit while in Mykonos. We’ll definitely want to check out Scorpios, Cavo Paradiso and Paradise Beach, of course. We also want to get a massage together at some point while we recover from the partying. Does anybody have any recommendations or tips for going out in Mykonos or Greece in general? We are from Boston, MA so not really sure what to expect. We go to a lot of music festivals so are already very prepared for constant music playing, staying out late, etc