Kathy, if you get this before you leave. You don't say the dates you are leaving, but if you are on the Dec. 24 cruise, you'll be in Coco Cay. This is a private island and is a great place for water activities. If you are into snorkeling, this is a great place to do it. You can rent all the gear and simply snorkel offshore. All food is provided and you use your cruise card to purchase drinks. Also if you are soda drinkers, consider a soda card. Unlimited sodas for the price of about 3 per day. Makes life easier.
We were in the Bahamas many years ago the day after Christmas. They have their Junkanoo Festival. Looks like you will be there the next day so it's possible that the stores may be closed.
If you don't want to go to Atlantis or another shore tour, try checking Nassau tourism on line and find out what they recommend for tourists. There are free beaches available and other historic things to check out.
Hope you enjoy the cruise. I know it will be "bittersweet," but have a Merry Christmas.