A few books for the journey:
The Pirates' Code by Rebecca Simon. A short, readable history of Caribbean piracy that anchors the Pirates of Nassau Museum's exhibits in the actual documentary record. Useful for understanding why Nassau matters in the wider story.
A Land of Six Peoples by Patricia Glinton-Meicholas. Essays on Bahamian identity by one of the country's most respected writers, covering everything from Junkanoo to the relationship between Nassau and the Out Islands. Read this before the Pompey Museum.
Wide Sargasso Sea by Jean Rhys. A novel, not specifically about the Bahamas, but the most resonant piece of fiction about the Caribbean colonial experience — about the white-creole position that built much of Nassau's pink-and-white downtown.
The Boat Captain's Conundrum by Nicolette Bethel. A collection of essays and poems by a Bahamian academic, on the texture of life in Nassau today — the cruise tourism, the politics, the music.
Bahamian Recipes That Cook! by Veronica Glinton. The standard local cookbook. Try the conch fritter recipe before you go and the boil fish recipe after.