Khor Al Udeid — the Inland Sea — is a single destination rather than a town with multiple sights. The experience is entirely about the landscape: arriving by 4WD across the dunes, dropping down to where the sea pushes inland, and finding yourself in one of the world's genuinely strange places.
Dune bashing is the main activity: driving hard over the tall dunes is both a local cultural pastime and a tourist staple. Bring an experienced driver with a properly equipped vehicle — the sand is deep and the slopes steep. From the top of the higher dunes the views extend across the water in one direction and into Saudi Arabia in the other.
Swimming and kayaking are possible in the calm, clear waters of the inland sea. The water is warm much of the year and relatively shallow near the edges. Sea turtles and dugongs have been spotted here, and the birdlife — including flamingos, ospreys, and various waders — is notable in the winter months. Guided wildlife and birdwatching tours depart from Doha.
Overnight camping is one of the better ways to experience the site: the dunes at night are spectacular, the stars are very clear away from Doha's light pollution, and the sound of wind over the sand is something different from a hotel room. Bring everything — food, water, bedding, a good tent. There are no facilities. Bedouin-style camps with guides can be arranged through Doha tour operators.
Access: A 4WD vehicle is essential. Car rental companies offer them, but book well ahead in winter (October–March) when demand from weekend visitors is high. Alternatively, join a half-day or full-day organised tour from Doha — most hotels can arrange these. The drive from Doha takes roughly two hours.