The main museum in Thassos Town holds an excellent collection of finds from across the island, spanning the Archaic through Roman periods. The star pieces are the Archaic kouroi — large marble standing figures from the 7th and 6th centuries BC — but the collection also includes inscriptions from the agora, votive offerings from various sanctuaries, architectural fragments showing the calibre of the ancient city's public buildings, and Roman-period material that illustrates the island's long continuity of occupation.
For its size, this is a well-organised museum with clear presentation. It is not on the scale of the National Archaeological Museum in Athens, but for understanding Thassos specifically it is indispensable. Visiting before walking the agora and theatre site helps orientate what you will see in the field. The museum is near the archaeological zone in Limenas and can be combined with the agora visit in a single morning.