The Alele Museum is the best single introduction to Marshallese history and culture. Traditional canoes, hand tools, and navigational charts sit alongside the remarkable Joachim de Brum photograph collection, which documents island life across the German, Japanese, and American colonial periods with unusual depth.
The geological model of how the atolls formed is a good starting point for understanding why the Marshall Islands look the way they do. A newer shell collection from Mili Atoll adds another dimension. Small but well-curated — worth an hour of your time before heading elsewhere in Majuro.