As per Greek mythology, Mykonos was named after its first ruler, Mykonos, the son or grandson of God Apollo and a local hero. The island is also said to have been the location of a great battle between Zeus and the Titans and this is where Hercules killed the invincible giants having lured them away from the protection of Mount Olympus.

The sun shines for up to 300 days a year in Mykonos and it usually only rains in February and March. This arid climate produces sparse vegetation and thus agriculture is very little, the main crops being barley, grapes and figs.

Although temperatures can rise as high as 40 °C (104 °F) in the summer months, average temperatures are around 28 °C (82 °F). In the winter, average temperatures are 15 °C (59 °F).

There are two seasonal winds in Mykonos. The Sirocco is the winter wind, which comes from the South and carries sand from the deserts that border the Mediterranean. It is sometimes accompanied by electrical storms. During July and August a cool wind blows in from the North known as the Meltemi.