You will love it!! Majesty was our first cruise in 2007 and we had a great time! We've actually been on Majesty 3 times now. Definitely go on a tour of Atlantis in Nassau...there's not really too much else in Nassau to see. We (my husband and I, late 20's) didn't enjoy Nassau except for Atlantis don't even plan to get off the ship there on our next cruise (Nov 2012). Cococay was fun...if you have good weather. Our last cruise was the first week of January 2011 and it wasn't very warm. It was also very windy. We didn't even get to go to Cococay due to weather, so be prepared- that might happen. Also make sure you take jeans and a sweatshirt just in case.
Have a great time!!
Majesty of the Seas - Jan. 2011
Majesty of the Seas - Feb. 2009
Sovereign of the Seas - Feb. 2008
Majesty of the Seas - Nov. 2007