Museum
Located at the visitors information centre, the museum includes the navy ship Whyalla. You need to join a guided tour to see the ship.
Swimming
There are three main choices of swimming locations in Whyalla. The main town beach is has long streches of white sand and warm water, and is very much affected by the tide, with sandbars up to a kilometre out to sea at low tide. The protection of the gulf means there is no significant surf. The marina has a swimming enclosure with a pontoon, with deep water, but no beach to speak of. North of the marina is a beach often preferred by locals. It isn't as aesthetically pleasing as the other swimming spots, but it has a sharper drop off, so if wading through knee deep water isn't your thing, this may be a better choice.
Steelworks Tours
Tours of the OneSteel steelworks are conducted at 9:30am several times a week. Check times and book at the Visitors Information Centre
Fish
Fishing charters are available, or you can fish off the pier by the marina. Whyalla is known for its snapper fishery.