The Malecon de Chetumal is the city's long waterfront walk along the Bahia de Chetumal, where locals come for evening air, exercise, snacks, and views over the bay. It is not a beach promenade in the Caribbean-resort sense; it is more civic, open, and everyday.
That makes it one of the best places to get a feel for Chetumal. Walk it late in the day, when the heat drops and the bay catches the light. The malecon also connects several monuments and small public spaces, so it works as a gentle introduction to the city before heading inland to museums or markets.