In may its warm enough for sunbathing, but the sea is maybe too cold. Maybe there's a good accommodation with swimming pool. The weather can be very changeable. Sometimes we have beautiful may months, like this year. But it can also be cool until the mid may.
Albertdriver is right - early May can be anything from 15-25C. 15C is definitely too cold to swim, possibly even to sunbathe (unless you sunbathe fully clothed ;-)
Whenever I'm in Greece at the start of May and it's warm, I always swim, but most of my friends don't even venture near the sea. I remember one early May when it was really hot, but that was 10 years ago now...
For average temperatures have a look at
Thanks, I've only just seen your replies!
I am quite concerned now about the weather, although my fiance prefers cooler weather i do like it hot! I choose the cyclades as I thought it would be warmer being further south than somewhere like Zante.